-2.7%
GRAB vs STLD
+119.8%
-122.5%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.6% |
| 7D | -5.0% | +2.9% | -7.9% | -5.5% |
| 30D | +11.3% | -5.6% | +16.9% | +12.2% |
| 3M | -12.4% | -11.7% | -0.7% | -10.7% |
| 6M | -10.7% | -2.8% | -8.0% | -11.7% |
| YTD | -35.1% | +36.4% | -71.5% | -41.7% |
| 1Y | -41.5% | +50.0% | -91.5% | -48.8% |
| 3Y | -2.7% | +122.3% | -125.0% | -20.1% |
| All | -2.7% | +119.8% | -122.5% | -20.1% |
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 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