+81.1%
STLD vs GWRE
-44.7%
+125.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.6% | +1.2% |
| 7D | -0.9% | -13.2% | +12.3% | -1.2% |
| 30D | -8.9% | -18.6% | +9.7% | -9.1% |
| 3M | -14.0% | +18.9% | -32.9% | -12.7% |
| 6M | +30.8% | -11.0% | +41.8% | +31.2% |
| YTD | +42.3% | -29.9% | +72.2% | +45.2% |
| 1Y | +81.1% | -44.3% | +125.4% | +88.1% |
| All | +81.1% | -44.7% | +125.8% | +88.1% |
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