+258.8%
STLD vs GTLB
-61.8%
+320.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.7% |
| 7D | -11.1% | -11.1% | 0.0% | -9.9% |
| 30D | -4.8% | -7.5% | +2.7% | -4.0% |
| 3M | -14.6% | +34.8% | -49.3% | -17.6% |
| 6M | -7.4% | +98.0% | -105.4% | -15.2% |
| YTD | +32.6% | +28.1% | +4.4% | +26.8% |
| 1Y | +47.3% | +5.6% | +41.8% | +44.2% |
| 3Y | +107.5% | +15.9% | +91.6% | +94.9% |
| All | +258.8% | -61.8% | +320.6% | +157.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling