+258.8%
STLD vs GAP
+5.0%
+253.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +1.4% |
| 7D | -11.1% | -3.8% | -7.4% | -10.5% |
| 30D | -4.8% | -9.0% | +4.2% | -3.0% |
| 3M | -14.6% | +5.5% | -20.0% | -16.1% |
| 6M | -7.4% | -11.1% | +3.7% | -6.2% |
| YTD | +32.6% | -13.6% | +46.1% | +34.4% |
| 1Y | +47.3% | -2.9% | +50.2% | +45.2% |
| 3Y | +107.5% | +69.6% | +37.9% | +66.9% |
| All | +258.8% | +5.0% | +253.8% | +191.9% |
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