+292.8%
STLD vs GPC
+7.2%
+285.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.7% | +4.5% | +4.1% |
| 7D | -4.7% | +0.4% | -5.0% | -4.8% |
| 30D | -0.9% | -1.8% | +0.9% | -0.5% |
| 3M | -11.9% | -6.6% | -5.3% | -9.5% |
| 6M | +0.9% | +21.3% | -20.4% | -9.6% |
| YTD | +40.4% | +4.3% | +36.2% | +33.3% |
| 1Y | +56.6% | +3.3% | +53.3% | +49.1% |
| 3Y | +125.5% | +0.8% | +124.7% | +105.0% |
| 5Y | +292.8% | +7.4% | +285.4% | +224.7% |
| All | +292.8% | +7.2% | +285.6% | +224.7% |
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 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