+292.6%
STLD vs GPC
+30.9%
+261.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.1% |
| 7D | +3.1% | +1.2% | +2.0% | +2.6% |
| 30D | -9.0% | +6.0% | -15.0% | -11.4% |
| 3M | -12.4% | +42.6% | -55.0% | -26.9% |
| 6M | +25.5% | +22.8% | +2.7% | +12.5% |
| YTD | +43.6% | +15.5% | +28.2% | +30.7% |
| 1Y | +87.2% | +2.0% | +85.1% | +81.4% |
| 3Y | +135.2% | -1.4% | +136.7% | +123.4% |
| All | +292.6% | +30.9% | +261.7% | +181.8% |
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