+141.0%
GS vs STLD
+268.5%
-127.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -7.6% | +1.2% | -3.7% |
| 7D | -6.3% | -12.5% | +6.1% | -1.9% |
| 30D | -3.1% | -6.8% | +3.7% | -0.8% |
| 3M | -17.7% | -16.4% | -1.3% | -12.8% |
| 6M | -4.6% | -6.1% | +1.6% | -3.4% |
| YTD | +0.3% | +32.0% | -31.7% | -10.7% |
| 1Y | +11.7% | +45.5% | -33.8% | -4.0% |
| 3Y | +183.6% | +106.5% | +77.1% | +112.0% |
| 5Y | +141.0% | +267.2% | -126.2% | +44.5% |
| All | +141.0% | +268.5% | -127.5% | +44.5% |
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