+16.4%
GS vs STLD
+56.0%
-39.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.3% | -0.8% |
| 7D | +1.6% | -4.7% | +6.2% | +3.0% |
| 30D | +1.7% | -0.9% | +2.6% | +1.9% |
| 3M | -11.6% | -11.9% | +0.3% | -8.3% |
| 6M | -1.9% | +0.9% | -2.8% | -3.4% |
| YTD | +5.1% | +40.4% | -35.4% | -9.9% |
| 1Y | +16.4% | +56.6% | -40.1% | -6.9% |
| All | +16.4% | +56.0% | -39.6% | -6.9% |
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