+658.9%
GWW vs STLD
+779.4%
-120.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | 0.0% |
| 7D | +5.3% | -9.7% | +14.9% | +8.3% |
| 30D | +12.4% | -4.5% | +17.0% | +13.7% |
| 3M | +13.7% | -13.1% | +26.8% | +17.7% |
| 6M | +18.0% | -2.8% | +20.8% | +17.3% |
| YTD | +44.6% | +35.3% | +9.2% | +29.2% |
| 1Y | +53.1% | +51.4% | +1.7% | +32.1% |
| 3Y | +90.2% | +117.9% | -27.7% | +42.4% |
| 5Y | +215.0% | +272.6% | -57.6% | +89.7% |
| 10Y | +658.9% | +782.2% | -123.3% | +212.5% |
| All | +658.9% | +779.4% | -120.5% | +212.5% |
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