+46.6%
GPN vs STLD
+761.4%
-714.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.2% | +7.4% | +5.3% |
| 7D | -5.6% | +2.9% | -8.6% | -6.6% |
| 30D | +13.6% | -5.6% | +19.2% | +15.5% |
| 3M | -2.8% | -11.7% | +8.9% | +0.5% |
| 6M | +38.1% | -2.8% | +40.8% | +37.1% |
| YTD | +19.9% | +36.4% | -16.5% | +4.8% |
| 1Y | +23.4% | +50.0% | -26.6% | +4.3% |
| 3Y | -12.6% | +122.3% | -135.0% | -37.4% |
| 5Y | -26.6% | +273.2% | -299.8% | -58.1% |
| All | +46.6% | +761.4% | -714.8% | -43.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling