+2,064.0%
GS vs STLD
+9,433.3%
-7,369.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.6% |
| 7D | +0.9% | +3.1% | -2.2% | -0.2% |
| 30D | -1.6% | -9.0% | +7.4% | +1.4% |
| 3M | -4.5% | -12.4% | +7.9% | -0.7% |
| 6M | +20.9% | +25.5% | -4.6% | +10.7% |
| YTD | +19.9% | +43.6% | -23.7% | +4.3% |
| 1Y | +41.4% | +87.2% | -45.8% | +11.6% |
| 3Y | +239.2% | +135.2% | +103.9% | +143.1% |
| 5Y | +185.0% | +290.9% | -105.8% | +63.6% |
| 10Y | +655.0% | +1,113.5% | -458.5% | +177.5% |
| All | +2,064.0% | +9,433.3% | -7,369.3% | +267.9% |
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 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