+1,097.8%
STLD vs GNRC
+433.2%
+664.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -0.7% |
| 7D | -3.6% | -0.7% | -2.9% | -3.5% |
| 30D | -10.1% | -15.8% | +5.7% | -5.4% |
| 3M | -11.4% | -24.0% | +12.6% | -5.0% |
| 6M | +30.8% | -13.8% | +44.6% | +33.6% |
| YTD | +40.7% | +33.2% | +7.4% | +24.0% |
| 1Y | +80.8% | -1.8% | +82.6% | +74.0% |
| 3Y | +140.2% | +57.7% | +82.4% | +90.9% |
| 5Y | +288.5% | -59.7% | +348.2% | +358.8% |
| All | +1,097.8% | +433.2% | +664.6% | +303.3% |
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 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