+150.1%
STLD vs GNRC
+61.2%
+89.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | +0.7% |
| 7D | -2.8% | +3.2% | -6.0% | -3.6% |
| 30D | -10.4% | -9.5% | -0.9% | -8.2% |
| 3M | -10.6% | -28.5% | +18.0% | -3.5% |
| 6M | +32.7% | -10.0% | +42.7% | +33.3% |
| YTD | +42.8% | +36.7% | +6.1% | +26.1% |
| 1Y | +86.9% | +2.6% | +84.4% | +78.0% |
| All | +150.1% | +61.2% | +89.0% | +120.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling