+50.0%
STLD vs GFI
-13.2%
+63.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.2% | -3.2% |
| 7D | +2.9% | -8.7% | +11.6% | +3.7% |
| 30D | -5.6% | +0.6% | -6.1% | -5.9% |
| 3M | -11.7% | -7.5% | -4.2% | -11.5% |
| 6M | -2.8% | -18.3% | +15.6% | -1.2% |
| YTD | +36.4% | -13.8% | +50.2% | +36.6% |
| 1Y | +50.0% | -8.8% | +58.9% | +49.2% |
| All | +50.0% | -13.2% | +63.2% | +49.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling