+80.8%
STLD vs GNRC
-0.8%
+81.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -1.0% |
| 7D | -3.6% | -0.7% | -2.9% | -3.5% |
| 30D | -10.1% | -15.8% | +5.7% | -6.8% |
| 3M | -11.4% | -24.0% | +12.6% | -7.0% |
| 6M | +30.8% | -13.8% | +44.6% | +32.4% |
| YTD | +40.7% | +33.2% | +7.4% | +26.7% |
| 1Y | +80.8% | -1.8% | +82.6% | +75.6% |
| All | +80.8% | -0.8% | +81.5% | +75.6% |
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