+87.2%
STLD vs GNRC
+6.8%
+80.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -2.1% |
| 7D | +3.1% | +1.9% | +1.2% | +2.7% |
| 30D | -9.0% | -13.8% | +4.8% | -6.1% |
| 3M | -12.4% | -32.6% | +20.3% | -5.0% |
| 6M | +25.5% | -15.2% | +40.7% | +27.6% |
| YTD | +43.6% | +37.4% | +6.2% | +28.0% |
| 1Y | +87.2% | +5.1% | +82.0% | +77.9% |
| All | +87.2% | +6.8% | +80.4% | +77.9% |
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