+258.8%
STLD vs GPC
+3.6%
+255.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.0% |
| 7D | -11.1% | +1.6% | -12.7% | -11.7% |
| 30D | -4.8% | -2.1% | -2.7% | -4.2% |
| 3M | -14.6% | -6.8% | -7.7% | -12.2% |
| 6M | -7.4% | +18.6% | -26.0% | -16.2% |
| YTD | +32.6% | +2.7% | +29.9% | +26.7% |
| 1Y | +47.3% | +1.8% | +45.5% | +41.2% |
| 3Y | +107.5% | +1.1% | +106.5% | +87.4% |
| All | +258.8% | +3.6% | +255.2% | +200.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling