+7,518.6%
STLD vs GPC
+962.3%
+6,556.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +1.4% |
| 7D | -11.1% | +1.6% | -12.7% | -12.2% |
| 30D | -4.8% | -2.1% | -2.7% | -3.9% |
| 3M | -14.6% | -6.8% | -7.7% | -10.8% |
| 6M | -7.4% | +18.6% | -26.0% | -21.2% |
| YTD | +32.6% | +2.7% | +29.9% | +22.9% |
| 1Y | +47.3% | +1.8% | +45.5% | +37.1% |
| 3Y | +107.5% | +1.1% | +106.5% | +81.2% |
| 5Y | +268.8% | +4.1% | +264.8% | +208.4% |
| 10Y | +883.3% | +88.2% | +795.1% | +378.4% |
| All | +7,518.6% | +962.3% | +6,556.3% | +1,072.8% |
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