+8,153.7%
STLD vs GPC
+1,094.4%
+7,059.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.4% |
| 7D | +3.1% | +1.2% | +2.0% | +2.3% |
| 30D | -9.0% | +6.0% | -15.0% | -13.0% |
| 3M | -12.4% | +42.6% | -55.0% | -34.3% |
| 6M | +25.5% | +22.8% | +2.7% | +4.7% |
| YTD | +43.6% | +15.5% | +28.2% | +23.0% |
| 1Y | +87.2% | +2.0% | +85.1% | +75.5% |
| 3Y | +135.2% | -1.4% | +136.7% | +110.8% |
| 5Y | +290.9% | +30.6% | +260.3% | +175.6% |
| 10Y | +1,113.5% | +80.6% | +1,032.8% | +521.4% |
| All | +8,153.7% | +1,094.4% | +7,059.3% | +1,073.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling