+60.1%
STLD vs GTLB
+6.1%
+54.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -3.9% | -9.7% | +5.7% | -4.4% |
| 30D | -0.4% | +1.7% | -2.1% | -0.2% |
| 3M | -9.2% | +43.6% | -52.8% | -6.6% |
| 6M | +5.0% | +113.0% | -108.0% | +11.5% |
| YTD | +42.8% | +39.5% | +3.3% | +44.6% |
| 1Y | +60.1% | +12.6% | +47.4% | +60.5% |
| All | +60.1% | +6.1% | +54.0% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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