+122.3%
STLD vs GME
+106.8%
+15.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.3% |
| 7D | +2.9% | +2.9% | 0.0% | +2.8% |
| 30D | -5.6% | -4.8% | -0.8% | -5.4% |
| 3M | -11.7% | +39.2% | -50.9% | -12.7% |
| 6M | -2.8% | +17.1% | -19.8% | -3.4% |
| YTD | +36.4% | +28.7% | +7.7% | +35.1% |
| 1Y | +50.0% | +23.3% | +26.7% | +48.6% |
| 3Y | +122.3% | +112.9% | +9.4% | +113.9% |
| All | +122.3% | +106.8% | +15.5% | +113.9% |
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