+87.2%
STLD vs GWRE
-25.4%
+112.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -19.9% | +18.3% | -1.7% |
| 7D | +3.1% | -21.1% | +24.2% | +3.0% |
| 30D | -9.0% | +1.3% | -10.3% | -8.9% |
| 3M | -12.4% | +7.4% | -19.8% | -12.1% |
| 6M | +25.5% | +5.6% | +19.9% | +26.2% |
| YTD | +43.6% | -19.2% | +62.8% | +48.6% |
| 1Y | +87.2% | -25.1% | +112.3% | +95.8% |
| All | +87.2% | -25.4% | +112.6% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling