+1,410.9%
STLD vs GDDY
+368.0%
+1,042.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -2.8% | -8.1% | +5.3% | -0.7% |
| 30D | -10.4% | +2.3% | -12.7% | -11.4% |
| 3M | -10.6% | +14.7% | -25.3% | -15.6% |
| 6M | +32.7% | +2.1% | +30.6% | +28.4% |
| YTD | +42.8% | -24.6% | +67.4% | +49.8% |
| 1Y | +86.9% | -37.1% | +124.1% | +107.1% |
| 3Y | +143.8% | +25.5% | +118.3% | +111.7% |
| 5Y | +293.5% | +24.2% | +269.3% | +238.1% |
| 10Y | +1,122.7% | +191.6% | +931.1% | +756.9% |
| All | +1,410.9% | +368.0% | +1,042.9% | +950.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling