+169.7%
GDX vs STLD
+2,559.8%
-2,390.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.2% | -2.7% | -1.8% |
| 7D | +0.7% | -0.5% | +1.2% | +0.7% |
| 30D | -3.8% | -0.1% | -3.7% | -4.0% |
| 3M | -5.4% | -9.2% | +3.7% | -3.7% |
| 6M | -12.7% | +1.8% | -14.4% | -13.9% |
| YTD | -0.7% | +42.1% | -42.8% | -10.6% |
| 1Y | +11.9% | +58.5% | -46.6% | -2.2% |
| 3Y | +223.9% | +128.2% | +95.7% | +148.9% |
| 5Y | +163.2% | +288.2% | -125.1% | +67.7% |
| 10Y | +349.2% | +799.8% | -450.6% | +96.1% |
| All | +169.7% | +2,559.8% | -2,390.1% | -49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling