-77.9%
GRAB vs STLD
+289.0%
-366.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.8% | -6.4% | -3.3% |
| 7D | +7.4% | -4.7% | +12.0% | +8.1% |
| 30D | +5.0% | -0.9% | +6.0% | +4.9% |
| 3M | -8.7% | -11.9% | +3.2% | -7.0% |
| 6M | -9.9% | +0.9% | -10.8% | -11.2% |
| YTD | -32.9% | +40.4% | -73.3% | -38.4% |
| 1Y | -43.2% | +56.6% | -99.8% | -49.1% |
| 3Y | +2.4% | +125.5% | -123.0% | -15.3% |
| 5Y | -77.9% | +292.8% | -370.7% | -84.3% |
| All | -77.9% | +289.0% | -366.9% | -84.3% |
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