+52.1%
GPN vs STLD
+804.7%
-752.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.8% | +0.1% | +2.7% |
| 7D | +3.7% | -4.7% | +8.3% | +5.2% |
| 30D | +23.6% | -0.9% | +24.5% | +23.7% |
| 3M | +18.3% | -11.9% | +30.2% | +22.4% |
| 6M | +47.8% | +0.9% | +46.9% | +45.0% |
| YTD | +32.6% | +40.4% | -7.9% | +14.8% |
| 1Y | +36.0% | +56.6% | -20.6% | +13.3% |
| 3Y | -3.9% | +125.5% | -129.3% | -31.3% |
| 5Y | -19.4% | +292.8% | -312.2% | -54.7% |
| 10Y | +52.1% | +787.1% | -735.0% | -41.0% |
| All | +52.1% | +804.7% | -752.6% | -41.0% |
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 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