+1,111.5%
STLD vs GFI
+1,066.8%
+44.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.2% |
| 7D | -0.9% | -4.9% | +3.9% | -0.7% |
| 30D | -8.9% | +10.7% | -19.6% | -9.3% |
| 3M | -14.0% | +25.6% | -39.7% | -15.1% |
| 6M | +30.8% | -8.3% | +39.1% | +30.8% |
| YTD | +42.3% | +6.3% | +36.0% | +41.3% |
| 1Y | +81.1% | +22.1% | +59.0% | +78.5% |
| 3Y | +149.2% | +289.2% | -140.0% | +133.7% |
| 5Y | +292.9% | +531.7% | -238.7% | +263.6% |
| All | +1,111.5% | +1,066.8% | +44.7% | +1,260.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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