+60.1%
STLD vs GAP
+10.4%
+49.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +8.0% | -11.0% | -4.5% |
| 7D | -3.9% | +8.0% | -11.9% | -5.3% |
| 30D | -0.4% | +2.7% | -3.1% | -1.0% |
| 3M | -9.2% | +16.0% | -25.2% | -12.5% |
| 6M | +5.0% | +2.0% | +3.0% | +3.3% |
| YTD | +42.8% | -4.4% | +47.2% | +41.9% |
| 1Y | +60.1% | +9.2% | +50.9% | +52.0% |
| All | +60.1% | +10.4% | +49.6% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling