+50.9%
STLD vs GME
+18.1%
+32.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -13.8% |
| 6M | -2.8% | +5.4% | -8.2% | -2.2% |
| YTD | +35.3% | +27.4% | +7.9% | +32.5% |
| All | +50.9% | +18.1% | +32.8% | +45.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling