+326.3%
GDX vs STLD
+761.4%
-435.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.2% |
| 7D | -6.8% | +2.9% | -9.7% | -7.2% |
| 30D | -2.1% | -5.6% | +3.4% | -1.5% |
| 3M | -7.5% | -11.7% | +4.2% | -6.3% |
| 6M | -15.2% | -2.8% | -12.4% | -15.2% |
| YTD | -4.8% | +36.4% | -41.3% | -8.9% |
| 1Y | +6.7% | +50.0% | -43.3% | +1.1% |
| 3Y | +212.7% | +122.3% | +90.4% | +179.2% |
| 5Y | +151.7% | +273.2% | -121.6% | +111.1% |
| All | +326.3% | +761.4% | -435.1% | +235.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling