-44.8%
GRAB vs STLD
+82.8%
-127.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.2% |
| 7D | -10.8% | -0.9% | -9.9% | -10.7% |
| 30D | -15.5% | -8.9% | -6.6% | -14.4% |
| 3M | -9.0% | -14.0% | +5.1% | -6.2% |
| 6M | -21.6% | +30.8% | -52.4% | -29.1% |
| YTD | -38.9% | +42.3% | -81.1% | -46.2% |
| 1Y | -44.8% | +81.1% | -125.9% | -53.6% |
| All | -44.8% | +82.8% | -127.7% | -53.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling