+80.8%
STLD vs GAP
-3.2%
+83.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | +2.7% | +1.7% | +0.9% | +2.3% |
| 30D | -8.4% | +9.3% | -17.8% | -10.5% |
| 3M | -9.9% | +6.1% | -16.0% | -11.4% |
| 6M | +33.0% | -2.3% | +35.3% | +31.3% |
| YTD | +42.6% | -10.6% | +53.2% | +44.1% |
| 1Y | +80.8% | -4.4% | +85.2% | +71.3% |
| All | +80.8% | -3.2% | +83.9% | +71.3% |
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