-6.1%
STLD vs GPC
+23.2%
-29.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.6% | -6.0% | -7.4% |
| 7D | -12.5% | +1.7% | -14.2% | -12.6% |
| 30D | -6.8% | -2.3% | -4.5% | -6.7% |
| 3M | -16.4% | -4.5% | -11.9% | -15.9% |
| 6M | -6.1% | +21.6% | -27.7% | -9.9% |
| All | -6.1% | +23.2% | -29.3% | -9.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling