+676.8%
GWW vs STLD
+790.2%
-113.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | +3.7% | +6.9% | -3.1% | +1.7% |
| 30D | +13.6% | -1.5% | +15.1% | +13.8% |
| 3M | +15.4% | -9.7% | +25.0% | +18.1% |
| 6M | +21.8% | +2.3% | +19.5% | +19.2% |
| YTD | +50.0% | +41.0% | +9.0% | +32.4% |
| 1Y | +60.2% | +51.8% | +8.4% | +38.2% |
| 3Y | +94.4% | +126.4% | -32.1% | +43.8% |
| 5Y | +221.8% | +285.7% | -63.9% | +92.0% |
| All | +676.8% | +790.2% | -113.5% | +224.7% |
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 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