+185.4%
GDX vs STLD
+255.4%
-70.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | +13.6% | -11.1% | +24.8% | +16.2% |
| 30D | +2.5% | -4.8% | +7.3% | +3.3% |
| 3M | +4.4% | -14.6% | +18.9% | +7.3% |
| 6M | -5.2% | -7.4% | +2.2% | -4.4% |
| YTD | +2.1% | +32.6% | -30.4% | -4.2% |
| 1Y | +24.7% | +47.3% | -22.6% | +14.7% |
| 3Y | +211.3% | +107.5% | +103.7% | +160.3% |
| All | +185.4% | +255.4% | -70.0% | +102.0% |
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