+240.2%
GM vs STLD
+1,933.2%
-1,693.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.0% | -3.7% |
| 7D | -1.4% | -11.1% | +9.7% | +3.4% |
| 30D | +6.4% | -4.8% | +11.2% | +8.3% |
| 3M | -0.7% | -14.6% | +13.9% | +5.0% |
| 6M | +9.9% | -7.4% | +17.3% | +11.7% |
| YTD | +6.7% | +32.6% | -25.9% | -7.7% |
| 1Y | +26.2% | +47.3% | -21.1% | +4.3% |
| 3Y | +205.0% | +107.5% | +97.5% | +108.6% |
| 5Y | +53.6% | +268.8% | -215.2% | -23.3% |
| 10Y | +233.4% | +883.3% | -649.9% | -2.4% |
| All | +240.2% | +1,933.2% | -1,693.0% | -39.1% |
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