+11,211.6%
STLD vs GME
+1,082.6%
+10,129.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.6% |
| 7D | +3.1% | +7.2% | -4.1% | +2.4% |
| 30D | -9.0% | +0.8% | -9.8% | -9.1% |
| 3M | -12.4% | -14.0% | +1.6% | -11.2% |
| 6M | +25.5% | -19.7% | +45.2% | +27.8% |
| YTD | +43.6% | -4.6% | +48.2% | +43.5% |
| 1Y | +87.2% | -14.3% | +101.5% | +88.8% |
| 3Y | +135.2% | +4.0% | +131.2% | +103.1% |
| 5Y | +290.9% | -62.2% | +353.1% | +251.7% |
| 10Y | +1,113.5% | +241.4% | +872.1% | +188.4% |
| All | +11,211.6% | +1,082.6% | +10,129.0% | +1,548.3% |
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