+103.6%
GSK vs STLD
+868.9%
-765.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.2% |
| 7D | +1.7% | -11.1% | +12.8% | +2.9% |
| 30D | +7.0% | -4.8% | +11.8% | +7.5% |
| 3M | -2.7% | -14.6% | +11.9% | -1.2% |
| 6M | +1.4% | -7.4% | +8.8% | +1.8% |
| YTD | +5.3% | +32.6% | -27.2% | +1.3% |
| 1Y | +10.6% | +47.3% | -36.7% | +5.2% |
| 3Y | +62.6% | +107.5% | -44.9% | +46.2% |
| 5Y | +41.7% | +268.8% | -227.2% | +15.2% |
| All | +103.6% | +868.9% | -765.3% | +29.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling