+740.9%
STLD vs GNRC
+372.1%
+368.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.9% |
| 7D | +2.9% | +7.9% | -5.0% | +0.4% |
| 30D | -5.6% | -3.7% | -1.9% | -4.8% |
| 3M | -11.7% | -11.9% | +0.2% | -9.5% |
| 6M | -2.8% | -28.6% | +25.8% | +4.8% |
| YTD | +36.4% | +39.9% | -3.4% | +17.1% |
| 1Y | +50.0% | +23.4% | +26.6% | +33.4% |
| 3Y | +122.3% | +84.2% | +38.1% | +67.1% |
| 5Y | +273.2% | -57.3% | +330.5% | +330.2% |
| All | +740.9% | +372.1% | +368.8% | +180.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling