+447.9%
GSK vs STLD
+8,684.3%
-8,236.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.7% |
| 7D | -1.8% | +3.1% | -5.0% | -2.2% |
| 30D | -2.2% | -9.0% | +6.8% | -1.2% |
| 3M | -1.8% | -12.4% | +10.6% | -0.5% |
| 6M | -10.6% | +25.5% | -36.1% | -13.3% |
| YTD | +4.4% | +43.6% | -39.2% | -0.5% |
| 1Y | +30.4% | +87.2% | -56.8% | +20.2% |
| 3Y | +60.1% | +135.2% | -75.2% | +41.4% |
| 5Y | +46.8% | +290.9% | -244.1% | +19.3% |
| 10Y | +79.2% | +1,113.5% | -1,034.2% | +21.1% |
| All | +447.9% | +8,684.3% | -8,236.4% | +166.7% |
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