+277.1%
STLD vs GAP
+2.1%
+275.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.1% |
| 7D | +2.9% | -1.9% | +4.8% | +3.3% |
| 30D | -5.6% | -7.1% | +1.5% | -4.2% |
| 3M | -11.7% | +4.1% | -15.8% | -13.1% |
| 6M | -2.8% | +1.9% | -4.7% | -4.5% |
| YTD | +36.4% | -15.2% | +51.7% | +38.9% |
| 1Y | +50.0% | -10.6% | +60.6% | +50.6% |
| 3Y | +122.3% | +74.6% | +47.7% | +76.9% |
| All | +277.1% | +2.1% | +275.0% | +211.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling