-24.6%
GPN vs STLD
+144.6%
-169.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.5% | +1.3% |
| 7D | +0.8% | +3.1% | -2.4% | -0.2% |
| 30D | +5.8% | -9.0% | +14.8% | +8.5% |
| 3M | +37.0% | -12.4% | +49.4% | +42.0% |
| 6M | +20.1% | +25.5% | -5.4% | +9.3% |
| YTD | +20.4% | +43.6% | -23.2% | +3.8% |
| 1Y | +7.4% | +87.2% | -79.8% | -16.6% |
| All | -24.6% | +144.6% | -169.2% | -47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling