+2,017.4%
STLD vs GNRC
+2,127.0%
-109.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.9% |
| 7D | +2.9% | +7.9% | -5.0% | +0.5% |
| 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% | +4.6% |
| YTD | +36.4% | +39.9% | -3.4% | +18.0% |
| 1Y | +50.0% | +23.4% | +26.6% | +34.2% |
| 3Y | +122.3% | +84.2% | +38.1% | +70.0% |
| 5Y | +273.2% | -57.3% | +330.5% | +310.6% |
| 10Y | +763.8% | +376.8% | +387.0% | +306.0% |
| All | +2,017.4% | +2,127.0% | -109.6% | +412.8% |
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