+740.9%
STLD vs GPC
+74.9%
+666.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.5% |
| 7D | +2.9% | +0.4% | +2.5% | +2.6% |
| 30D | -5.6% | -6.3% | +0.7% | -2.4% |
| 3M | -11.7% | -8.2% | -3.6% | -7.8% |
| 6M | -2.8% | +27.1% | -29.9% | -17.8% |
| YTD | +36.4% | +3.1% | +33.3% | +28.5% |
| 1Y | +50.0% | +0.1% | +49.9% | +43.8% |
| 3Y | +122.3% | +0.2% | +122.1% | +101.3% |
| 5Y | +273.2% | +4.9% | +268.4% | +223.1% |
| All | +740.9% | +74.9% | +666.0% | +431.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling