+1,882.6%
STLD vs GWRE
+844.6%
+1,038.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -3.0% |
| 7D | +2.9% | -2.0% | +4.9% | +3.3% |
| 30D | -5.6% | -4.1% | -1.5% | -5.2% |
| 3M | -11.7% | -13.4% | +1.6% | -10.5% |
| 6M | -2.8% | +26.0% | -28.7% | -11.4% |
| YTD | +36.4% | -21.3% | +57.7% | +37.5% |
| 1Y | +50.0% | -27.5% | +77.5% | +54.4% |
| 3Y | +122.3% | +72.7% | +49.6% | +74.1% |
| 5Y | +273.2% | +26.4% | +246.9% | +209.8% |
| 10Y | +763.8% | +169.3% | +594.5% | +463.2% |
| All | +1,882.6% | +844.6% | +1,038.0% | +1,121.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling