+10,341.2%
STLD vs GME
+1,450.5%
+8,890.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.9% | -3.5% | +0.1% |
| 7D | -11.1% | +3.7% | -14.8% | -11.4% |
| 30D | -4.8% | +2.2% | -7.0% | -5.0% |
| 3M | -14.6% | +30.6% | -45.2% | -16.9% |
| 6M | -7.4% | -0.2% | -7.2% | -7.8% |
| YTD | +32.6% | +25.1% | +7.5% | +28.7% |
| 1Y | +47.3% | +17.7% | +29.7% | +43.9% |
| 3Y | +107.5% | +85.7% | +21.9% | +68.4% |
| 5Y | +268.8% | -52.9% | +321.7% | +225.1% |
| 10Y | +883.3% | +504.9% | +378.4% | +103.0% |
| All | +10,341.2% | +1,450.5% | +8,890.7% | +1,378.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling