+171.4%
GDX vs STLD
+2,369.5%
-2,198.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.6% | +9.0% | +3.4% |
| 7D | +5.4% | -12.5% | +17.9% | +9.0% |
| 30D | -2.8% | -6.8% | +4.0% | -1.2% |
| 3M | +2.5% | -16.4% | +18.8% | +6.8% |
| 6M | -0.1% | -6.1% | +6.0% | +0.7% |
| YTD | 0.0% | +32.0% | -32.0% | -8.2% |
| 1Y | +22.2% | +45.5% | -23.3% | +9.4% |
| 3Y | +201.4% | +106.5% | +94.9% | +138.0% |
| 5Y | +180.6% | +267.2% | -86.5% | +81.5% |
| 10Y | +277.2% | +878.9% | -601.7% | +58.8% |
| All | +171.4% | +2,369.5% | -2,198.1% | -48.3% |
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