+782.2%
STLD vs GME
+520.4%
+261.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +2.0% |
| 7D | -9.7% | +5.8% | -15.5% | -9.9% |
| 30D | -4.5% | -3.7% | -0.9% | -4.4% |
| 3M | -13.1% | +33.6% | -46.6% | -14.2% |
| 6M | -2.8% | +5.4% | -8.2% | -3.1% |
| YTD | +35.3% | +27.4% | +7.9% | +33.6% |
| 1Y | +51.4% | +19.0% | +32.4% | +49.9% |
| 3Y | +117.9% | +101.5% | +16.4% | +101.0% |
| 5Y | +272.6% | -50.5% | +323.0% | +254.7% |
| 10Y | +782.2% | +493.3% | +288.8% | +345.7% |
| All | +782.2% | +520.4% | +261.8% | +345.7% |
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