+2,128.7%
STLD vs GNRC
+2,087.1%
+41.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -2.3% |
| 7D | +3.1% | +1.9% | +1.2% | +2.5% |
| 30D | -9.0% | -13.8% | +4.8% | -5.1% |
| 3M | -12.4% | -32.6% | +20.3% | -2.8% |
| 6M | +25.5% | -15.2% | +40.7% | +28.9% |
| YTD | +43.6% | +37.4% | +6.2% | +26.4% |
| 1Y | +87.2% | +5.1% | +82.0% | +77.1% |
| 3Y | +135.2% | +57.5% | +77.7% | +90.0% |
| 5Y | +290.9% | -58.7% | +349.6% | +337.9% |
| 10Y | +1,113.5% | +395.5% | +717.9% | +470.2% |
| All | +2,128.7% | +2,087.1% | +41.5% | +449.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling