+60.1%
STLD vs GNRC
+17.5%
+42.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -9.5% | +6.5% | -1.2% |
| 7D | -3.9% | -6.0% | +2.0% | -2.9% |
| 30D | -0.4% | -12.0% | +11.6% | +1.8% |
| 3M | -9.2% | -13.4% | +4.2% | -7.2% |
| 6M | +5.0% | -26.4% | +31.3% | +10.2% |
| YTD | +42.8% | +38.8% | +4.0% | +28.8% |
| 1Y | +60.1% | +20.9% | +39.2% | +48.3% |
| All | +60.1% | +17.5% | +42.5% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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