-7.4%
STLD vs GTLB
+100.0%
-107.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.4% |
| 7D | -11.1% | -11.1% | 0.0% | -11.4% |
| 30D | -4.8% | -7.5% | +2.7% | -4.8% |
| 3M | -14.6% | +34.8% | -49.3% | -10.6% |
| 6M | -7.4% | +98.0% | -105.4% | +3.0% |
| All | -7.4% | +100.0% | -107.4% | +3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling