+214.2%
GDX vs STLD
+2,587.5%
-2,373.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.8% |
| 7D | -0.4% | +3.1% | -3.5% | -1.2% |
| 30D | +18.6% | -9.0% | +27.6% | +21.2% |
| 3M | +14.9% | -12.4% | +27.3% | +18.3% |
| 6M | -6.3% | +25.5% | -31.8% | -12.4% |
| YTD | +15.7% | +43.6% | -27.9% | +4.2% |
| 1Y | +54.8% | +87.2% | -32.3% | +29.4% |
| 3Y | +253.4% | +135.2% | +118.2% | +169.6% |
| 5Y | +219.7% | +290.9% | -71.2% | +103.2% |
| 10Y | +300.2% | +1,113.5% | -813.2% | +58.2% |
| All | +214.2% | +2,587.5% | -2,373.3% | -41.3% |
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