+150.7%
GDX vs STLD
+274.1%
-123.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.4% |
| 7D | -6.8% | +2.9% | -9.7% | -7.4% |
| 30D | -2.1% | -5.6% | +3.4% | -1.2% |
| 3M | -7.5% | -11.7% | +4.2% | -5.6% |
| 6M | -15.2% | -2.8% | -12.4% | -15.3% |
| YTD | -4.8% | +36.4% | -41.3% | -11.3% |
| 1Y | +6.7% | +50.0% | -43.3% | -2.3% |
| 3Y | +212.7% | +122.3% | +90.4% | +157.5% |
| All | +150.7% | +274.1% | -123.3% | +75.1% |
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