+56.6%
STLD vs GGLL
-19.1%
+75.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.6% | +4.4% | +3.8% |
| 7D | -4.7% | +5.1% | -9.8% | -4.9% |
| 30D | -0.9% | -35.5% | +34.5% | +1.3% |
| 3M | -11.9% | -39.2% | +27.3% | -9.7% |
| 6M | +0.9% | -54.4% | +55.3% | +6.4% |
| YTD | +40.4% | -29.8% | +70.3% | +36.6% |
| All | +56.6% | -19.1% | +75.7% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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