+782.2%
STLD vs GAP
+20.3%
+761.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.5% | -1.4% | +1.1% |
| 7D | -9.7% | 0.0% | -9.7% | -9.8% |
| 30D | -4.5% | -4.3% | -0.2% | -3.6% |
| 3M | -13.1% | +9.4% | -22.5% | -16.0% |
| 6M | -2.8% | -3.3% | +0.5% | -3.6% |
| YTD | +35.3% | -10.5% | +45.9% | +36.1% |
| 1Y | +51.4% | -2.4% | +53.8% | +48.1% |
| 3Y | +117.9% | +80.1% | +37.8% | +61.2% |
| 5Y | +272.6% | +6.5% | +266.1% | +202.9% |
| 10Y | +782.2% | +14.6% | +767.6% | +463.4% |
| All | +782.2% | +20.3% | +761.9% | +463.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling