+1,080.4%
STLD vs GME
+237.1%
+843.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.7% |
| 7D | +2.7% | +0.4% | +2.2% | +2.6% |
| 30D | -8.4% | -1.4% | -7.0% | -8.4% |
| 3M | -9.9% | -15.1% | +5.3% | -9.3% |
| 6M | +33.0% | -22.5% | +55.5% | +34.3% |
| YTD | +42.6% | -5.9% | +48.5% | +42.6% |
| 1Y | +80.8% | -18.6% | +99.4% | +81.8% |
| 3Y | +143.4% | +6.7% | +136.8% | +130.4% |
| 5Y | +293.4% | -62.0% | +355.4% | +278.5% |
| 10Y | +1,080.4% | +239.5% | +841.0% | +568.7% |
| All | +1,080.4% | +237.1% | +843.3% | +568.7% |
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