+60.1%
STLD vs GDDY
-11.8%
+71.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.3% | -7.3% | -2.7% |
| 7D | -3.9% | +11.1% | -15.0% | -3.1% |
| 30D | -0.4% | +18.6% | -19.0% | +0.9% |
| 3M | -9.2% | +32.8% | -42.0% | -7.2% |
| 6M | +5.0% | +34.0% | -29.1% | +8.9% |
| YTD | +42.8% | -4.6% | +47.4% | +51.1% |
| 1Y | +60.1% | -12.5% | +72.5% | +77.5% |
| All | +60.1% | -11.8% | +71.9% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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