+50.9%
STLD vs GTLB
+3.0%
+47.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.1% | +2.0% |
| 7D | -9.7% | -9.6% | -0.1% | -10.0% |
| 30D | -4.5% | -14.5% | +9.9% | -5.1% |
| 3M | -13.1% | +20.9% | -34.0% | -11.4% |
| 6M | -2.8% | +81.4% | -84.1% | +2.5% |
| YTD | +35.3% | +25.6% | +9.8% | +36.6% |
| All | +50.9% | +3.0% | +47.9% | +51.2% |
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 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