+2,762.0%
GPN vs STLD
+12,947.9%
-10,185.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.1% | +2.4% |
| 7D | +0.6% | -11.1% | +11.7% | +3.5% |
| 30D | +20.1% | -4.8% | +24.9% | +21.4% |
| 3M | +11.4% | -14.6% | +25.9% | +15.2% |
| 6M | +40.8% | -7.4% | +48.2% | +42.0% |
| YTD | +27.1% | +32.6% | -5.5% | +16.2% |
| 1Y | +29.2% | +47.3% | -18.1% | +15.0% |
| 3Y | -9.4% | +107.5% | -116.9% | -27.2% |
| 5Y | -25.1% | +268.8% | -294.0% | -49.2% |
| 10Y | +46.1% | +883.3% | -837.2% | -26.1% |
| All | +2,762.0% | +12,947.9% | -10,185.9% | +530.7% |
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