+246.5%
GM vs STLD
+2,102.7%
-1,856.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.5% |
| 7D | +1.9% | +3.1% | -1.2% | +0.5% |
| 30D | -1.4% | -9.0% | +7.6% | +2.0% |
| 3M | +5.9% | -12.4% | +18.3% | +10.8% |
| 6M | +12.4% | +25.5% | -13.1% | +0.5% |
| YTD | +8.6% | +43.6% | -35.0% | -8.7% |
| 1Y | +52.6% | +87.2% | -34.6% | +14.0% |
| 3Y | +169.7% | +135.2% | +34.4% | +74.8% |
| 5Y | +87.5% | +290.9% | -203.3% | -8.6% |
| 10Y | +233.0% | +1,113.5% | -880.5% | -10.5% |
| All | +246.5% | +2,102.7% | -1,856.2% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling