+297.1%
STLD vs GTLB
-50.0%
+347.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.1% | +2.3% |
| 7D | -9.7% | -9.6% | -0.1% | -8.6% |
| 30D | -4.5% | -14.5% | +9.9% | -3.0% |
| 3M | -13.1% | +20.9% | -34.0% | -15.1% |
| 6M | -2.8% | +81.4% | -84.1% | -9.9% |
| YTD | +35.3% | +25.6% | +9.8% | +29.9% |
| 1Y | +51.4% | +3.4% | +47.9% | +48.6% |
| 3Y | +117.9% | +8.9% | +109.0% | +106.6% |
| 5Y | +272.6% | -64.0% | +336.6% | +219.2% |
| All | +297.1% | -50.0% | +347.1% | +241.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling