-71.7%
GRAB vs STLD
+294.9%
-366.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.2% | -6.6% | -6.5% |
| 7D | -13.9% | -2.8% | -11.1% | -13.4% |
| 30D | -17.2% | -10.4% | -6.8% | -15.6% |
| 3M | -7.9% | -10.6% | +2.7% | -6.3% |
| 6M | -23.2% | +32.7% | -55.9% | -28.2% |
| YTD | -39.1% | +42.8% | -81.9% | -44.0% |
| 1Y | -42.5% | +86.9% | -129.5% | -50.0% |
| 3Y | -18.3% | +143.8% | -162.1% | -33.1% |
| 5Y | -71.7% | +293.5% | -365.2% | -79.7% |
| All | -71.7% | +294.9% | -366.6% | -79.7% |
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 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