+139.1%
STLD vs GME
+3.8%
+135.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | +3.1% | +7.2% | -4.1% | +2.9% |
| 30D | -9.0% | +0.8% | -9.8% | -9.0% |
| 3M | -12.4% | -14.0% | +1.6% | -11.9% |
| 6M | +25.5% | -19.7% | +45.2% | +26.4% |
| YTD | +43.6% | -4.6% | +48.2% | +43.6% |
| 1Y | +87.2% | -14.3% | +101.5% | +87.8% |
| All | +139.1% | +3.8% | +135.2% | +155.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling