+462.6%
GSK vs STLD
+8,489.2%
-8,026.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.8% | -4.4% | -1.0% |
| 7D | +5.2% | -4.7% | +9.9% | +5.7% |
| 30D | +10.2% | -0.9% | +11.1% | +10.2% |
| 3M | -0.9% | -11.9% | +11.0% | +0.3% |
| 6M | +3.5% | +0.9% | +2.6% | +2.9% |
| YTD | +7.2% | +40.4% | -33.2% | +2.3% |
| 1Y | +12.0% | +56.6% | -44.6% | +5.4% |
| 3Y | +67.3% | +125.5% | -58.1% | +48.5% |
| 5Y | +45.3% | +292.8% | -247.6% | +17.9% |
| 10Y | +101.8% | +787.1% | -685.3% | +41.4% |
| All | +462.6% | +8,489.2% | -8,026.6% | +174.1% |
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