+310.1%
GDX vs STLD
+779.4%
-469.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.1% | +2.3% | +4.1% |
| 7D | +15.6% | -9.7% | +25.2% | +17.0% |
| 30D | +2.4% | -4.5% | +7.0% | +3.0% |
| 3M | +1.7% | -13.1% | +14.8% | +3.3% |
| 6M | -3.3% | -2.8% | -0.6% | -3.3% |
| YTD | +6.6% | +35.3% | -28.7% | +2.3% |
| 1Y | +27.0% | +51.4% | -24.4% | +20.3% |
| 3Y | +243.4% | +117.9% | +125.4% | +207.8% |
| 5Y | +194.2% | +272.6% | -78.4% | +147.7% |
| 10Y | +310.1% | +782.2% | -472.0% | +243.4% |
| All | +310.1% | +779.4% | -469.2% | +243.4% |
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