+140.2%
STLD vs GTLB
+1.9%
+138.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.7% |
| 7D | +3.1% | +11.1% | -7.9% | +2.1% |
| 30D | -9.0% | +37.8% | -46.8% | -11.8% |
| 3M | -12.4% | +61.6% | -73.9% | -16.6% |
| 6M | +25.5% | +98.9% | -73.4% | +15.7% |
| YTD | +43.6% | +32.8% | +10.8% | +39.0% |
| 1Y | +87.2% | +14.7% | +72.5% | +84.4% |
| All | +140.2% | +1.9% | +138.3% | +140.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling