+318.4%
STLD vs GTLB
-50.0%
+368.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.7% | -0.1% |
| 7D | +2.7% | +4.6% | -1.9% | +2.2% |
| 30D | -8.4% | +21.0% | -29.4% | -10.5% |
| 3M | -9.9% | +51.7% | -61.6% | -14.3% |
| 6M | +33.0% | +89.3% | -56.2% | +22.3% |
| YTD | +42.6% | +25.6% | +16.9% | +37.0% |
| 1Y | +80.8% | -1.5% | +82.3% | +78.4% |
| 3Y | +143.4% | -9.9% | +153.4% | +135.7% |
| All | +318.4% | -50.0% | +368.3% | +259.9% |
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