-44.8%
GPN vs STLD
+291.8%
-336.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.6% | -3.1% |
| 7D | -0.7% | +2.7% | -3.4% | -1.5% |
| 30D | +3.8% | -8.4% | +12.3% | +6.4% |
| 3M | +39.2% | -9.9% | +49.0% | +42.8% |
| 6M | +17.9% | +33.0% | -15.2% | +5.6% |
| YTD | +16.4% | +42.6% | -26.2% | +1.3% |
| 1Y | +3.6% | +80.8% | -77.1% | -17.2% |
| 3Y | -26.7% | +143.4% | -170.1% | -48.1% |
| 5Y | -44.8% | +293.4% | -338.2% | -67.1% |
| All | -44.8% | +291.8% | -336.6% | -67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling