+8,153.7%
STLD vs GFI
+714.2%
+7,439.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.4% |
| 7D | +3.1% | +3.1% | 0.0% | +2.7% |
| 30D | -9.0% | +27.1% | -36.1% | -12.1% |
| 3M | -12.4% | +21.2% | -33.5% | -15.2% |
| 6M | +25.5% | -4.5% | +30.0% | +24.9% |
| YTD | +43.6% | +11.7% | +31.9% | +39.0% |
| 1Y | +87.2% | +46.0% | +41.1% | +73.2% |
| 3Y | +135.2% | +309.6% | -174.3% | +82.7% |
| 5Y | +290.9% | +506.0% | -215.2% | +177.2% |
| 10Y | +1,113.5% | +1,009.2% | +104.2% | +589.4% |
| All | +8,153.7% | +714.2% | +7,439.4% | +4,455.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling