+321.4%
STLD vs GTLB
-47.1%
+368.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.7% |
| 7D | +3.1% | +11.1% | -7.9% | +2.0% |
| 30D | -9.0% | +37.8% | -46.8% | -12.3% |
| 3M | -12.4% | +61.6% | -73.9% | -17.3% |
| 6M | +25.5% | +98.9% | -73.4% | +14.8% |
| YTD | +43.6% | +32.8% | +10.8% | +37.2% |
| 1Y | +87.2% | +14.7% | +72.5% | +81.4% |
| 3Y | +135.2% | +1.3% | +133.9% | +124.8% |
| All | +321.4% | -47.1% | +368.5% | +260.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling