+197.0%
STLD vs GGLL
+188.6%
+8.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.3% |
| 7D | -11.1% | +3.1% | -14.2% | -11.5% |
| 30D | -4.8% | -36.3% | +31.5% | +0.1% |
| 3M | -14.6% | -40.4% | +25.8% | -9.6% |
| 6M | -7.4% | -54.6% | +47.2% | +0.9% |
| YTD | +32.6% | -31.1% | +63.7% | +34.3% |
| 1Y | +47.3% | -19.2% | +66.5% | +44.9% |
| 3Y | +107.5% | +151.5% | -44.0% | +60.5% |
| All | +197.0% | +188.6% | +8.4% | +122.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling