+1,097.8%
STLD vs GWRE
+129.6%
+968.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.2% |
| 7D | -3.6% | -30.9% | +27.3% | +3.8% |
| 30D | -10.1% | -20.7% | +10.6% | -6.4% |
| 3M | -11.4% | +20.2% | -31.6% | -16.9% |
| 6M | +30.8% | -11.9% | +42.7% | +30.0% |
| YTD | +40.7% | -30.3% | +71.0% | +47.6% |
| 1Y | +80.8% | -44.6% | +125.4% | +102.2% |
| 3Y | +140.2% | +48.8% | +91.4% | +92.4% |
| 5Y | +288.5% | +14.8% | +273.7% | +228.8% |
| All | +1,097.8% | +129.6% | +968.2% | +689.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling