+146.4%
STLD vs GDDY
+28.5%
+117.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.0% | -4.5% | -1.8% |
| 7D | -3.6% | -7.0% | +3.4% | -3.1% |
| 30D | -10.1% | +6.2% | -16.3% | -10.7% |
| 3M | -11.4% | +20.0% | -31.5% | -13.6% |
| 6M | +30.8% | +6.8% | +24.0% | +29.3% |
| YTD | +40.7% | -22.3% | +63.0% | +48.5% |
| 1Y | +80.8% | -33.5% | +114.3% | +98.4% |
| All | +146.4% | +28.5% | +117.9% | +134.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling