+300.2%
STLD vs GDDY
+27.5%
+272.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.0% | -4.5% | -2.1% |
| 7D | -3.6% | -7.0% | +3.4% | -2.3% |
| 30D | -10.1% | +6.2% | -16.3% | -11.6% |
| 3M | -11.4% | +20.0% | -31.5% | -16.5% |
| 6M | +30.8% | +6.8% | +24.0% | +26.2% |
| YTD | +40.7% | -22.3% | +63.0% | +48.9% |
| 1Y | +80.8% | -33.5% | +114.3% | +101.6% |
| 3Y | +140.2% | +29.2% | +110.9% | +98.3% |
| All | +300.2% | +27.5% | +272.7% | +249.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling