+211.8%
GDXJ vs STLD
+1,072.4%
-860.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -1.0% |
| 7D | +4.3% | +2.7% | +1.6% | +3.8% |
| 30D | +8.4% | -8.4% | +16.9% | +10.0% |
| 3M | +25.5% | -9.9% | +35.4% | +27.6% |
| 6M | -6.3% | +33.0% | -39.4% | -11.6% |
| YTD | +12.1% | +42.6% | -30.5% | +4.4% |
| 1Y | +51.1% | +80.8% | -29.7% | +34.5% |
| 3Y | +296.1% | +143.4% | +152.6% | +228.4% |
| 5Y | +228.1% | +293.4% | -65.3% | +146.8% |
| 10Y | +211.8% | +1,080.4% | -868.6% | +51.7% |
| All | +211.8% | +1,072.4% | -860.6% | +51.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling