+769.0%
STLD vs GME
+470.0%
+299.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | +6.9% | +6.0% | +0.9% | +6.6% |
| 30D | -1.5% | -5.9% | +4.4% | -1.2% |
| 3M | -9.7% | +38.2% | -47.9% | -10.9% |
| 6M | +2.3% | +14.5% | -12.2% | +1.6% |
| YTD | +41.0% | +27.6% | +13.4% | +39.2% |
| 1Y | +51.8% | +19.9% | +31.9% | +50.3% |
| 3Y | +126.4% | +104.3% | +22.1% | +108.7% |
| 5Y | +285.7% | -49.3% | +335.0% | +266.9% |
| All | +769.0% | +470.0% | +299.1% | +342.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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