+228.9%
GDX vs STLD
+292.4%
-63.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.9% |
| 7D | -0.4% | +3.1% | -3.5% | -1.0% |
| 30D | +18.6% | -9.0% | +27.6% | +20.6% |
| 3M | +14.9% | -12.4% | +27.3% | +17.6% |
| 6M | -6.3% | +25.5% | -31.8% | -11.0% |
| YTD | +15.7% | +43.6% | -27.9% | +7.2% |
| 1Y | +54.8% | +87.2% | -32.3% | +36.3% |
| 3Y | +253.4% | +135.2% | +118.2% | +190.1% |
| All | +228.9% | +292.4% | -63.5% | +135.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling