+319.0%
STLD vs GTLB
-50.8%
+369.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.3% |
| 7D | -2.8% | -6.6% | +3.8% | -2.1% |
| 30D | -10.4% | +13.7% | -24.1% | -11.8% |
| 3M | -10.6% | +52.9% | -63.5% | -15.1% |
| 6M | +32.7% | +88.5% | -55.8% | +22.0% |
| YTD | +42.8% | +23.4% | +19.4% | +37.5% |
| 1Y | +86.9% | -3.8% | +90.8% | +85.0% |
| 3Y | +143.8% | -11.5% | +155.3% | +136.5% |
| All | +319.0% | -50.8% | +369.9% | +261.2% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling