-71.2%
GRAB vs STLD
+612.9%
-684.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | -5.3% | +3.1% | -8.4% | -5.7% |
| 30D | -8.6% | -9.0% | +0.4% | -7.3% |
| 3M | -1.2% | -12.4% | +11.2% | +0.6% |
| 6M | -16.6% | +25.5% | -42.1% | -20.4% |
| YTD | -31.5% | +43.6% | -75.1% | -36.2% |
| 1Y | -32.3% | +87.2% | -119.5% | -39.6% |
| 3Y | -10.7% | +135.2% | -145.9% | -23.5% |
| 5Y | -67.9% | +290.9% | -358.7% | -74.4% |
| All | -71.2% | +612.9% | -684.2% | -77.2% |
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