+251.0%
GM vs STLD
+2,079.9%
-1,829.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.3% |
| 7D | -3.8% | -0.5% | -3.3% | -3.7% |
| 30D | +7.9% | -0.1% | +8.0% | +7.7% |
| 3M | -0.3% | -9.2% | +8.9% | +2.8% |
| 6M | +18.6% | +1.8% | +16.8% | +15.9% |
| YTD | +10.0% | +42.1% | -32.1% | -7.5% |
| 1Y | +25.9% | +58.5% | -32.6% | +0.9% |
| 3Y | +241.2% | +128.2% | +113.0% | +124.0% |
| 5Y | +50.0% | +288.2% | -238.2% | -26.6% |
| 10Y | +215.1% | +799.8% | -584.7% | -4.5% |
| All | +251.0% | +2,079.9% | -1,829.0% | -39.0% |
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