-2.8%
STLD vs GWRE
+22.0%
-24.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -3.2% |
| 7D | +2.9% | -2.0% | +4.9% | +2.9% |
| 30D | -5.6% | -4.1% | -1.5% | -5.7% |
| 3M | -11.7% | -13.4% | +1.6% | -11.8% |
| 6M | -2.8% | +26.0% | -28.7% | -2.4% |
| All | -2.8% | +22.0% | -24.7% | -2.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling