+156.7%
GS vs STLD
+303.7%
-147.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.0% | +6.6% | +4.6% |
| 7D | +0.3% | -3.9% | +4.3% | +1.7% |
| 30D | +3.9% | -0.4% | +4.2% | +3.9% |
| 3M | -11.4% | -9.2% | -2.2% | -8.9% |
| 6M | +3.7% | +5.0% | -1.3% | +0.8% |
| YTD | +7.1% | +42.8% | -35.7% | -7.3% |
| 1Y | +19.7% | +60.1% | -40.4% | -0.6% |
| 3Y | +202.8% | +123.5% | +79.4% | +120.2% |
| 5Y | +156.7% | +302.0% | -145.3% | +48.6% |
| All | +156.7% | +303.7% | -147.0% | +48.6% |
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