+204.7%
GDX vs STLD
+104.7%
+100.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.6% | +9.0% | +2.8% |
| 7D | +5.4% | -12.5% | +17.9% | +8.1% |
| 30D | -2.8% | -6.8% | +4.0% | -1.6% |
| 3M | +2.5% | -16.4% | +18.8% | +5.7% |
| 6M | -0.1% | -6.1% | +6.0% | +0.6% |
| YTD | 0.0% | +32.0% | -32.0% | -5.7% |
| 1Y | +22.2% | +45.5% | -23.3% | +13.8% |
| All | +204.7% | +104.7% | +100.0% | +147.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling