step by step vs gradually

step by step and gradually both are adverbs.

Word	Noun	Adjective	Verb	Adverb
step by step	No	No	No	Yes
gradually	No	No	No	Yes

As adverbs, step by step and gradually are synonyms defined as:

Other synonyms of step by step include bit by bit.

step by step (adverb)	gradually (adverb)
in a gradual manner	in a gradual manner
proceeding in steps