+1,111.5%
STLD vs GDDY
+207.2%
+904.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.6% | +0.6% |
| 7D | -0.9% | -3.2% | +2.3% | -0.1% |
| 30D | -8.9% | +6.8% | -15.7% | -11.3% |
| 3M | -14.0% | +30.5% | -44.5% | -22.8% |
| 6M | +30.8% | +13.3% | +17.5% | +21.6% |
| YTD | +42.3% | -21.0% | +63.2% | +48.5% |
| 1Y | +81.1% | -34.0% | +115.1% | +101.8% |
| 3Y | +149.2% | +33.1% | +116.1% | +103.7% |
| 5Y | +292.9% | +30.3% | +262.6% | +217.1% |
| All | +1,111.5% | +207.2% | +904.3% | +605.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling