+87.2%
STLD vs GPC
+0.2%
+87.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | +3.1% | +0.4% | +2.7% | +3.1% |
| 30D | -9.0% | +5.1% | -14.1% | -10.0% |
| 3M | -12.4% | +41.5% | -53.9% | -21.1% |
| 6M | +25.5% | +21.8% | +3.7% | +17.7% |
| YTD | +43.6% | +14.6% | +29.1% | +31.3% |
| 1Y | +87.2% | +1.3% | +85.9% | +81.0% |
| All | +87.2% | +0.2% | +87.0% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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