+256.9%
GDXJ vs STLD
+802.0%
-545.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -1.9% |
| 7D | +0.3% | -0.5% | +0.7% | +0.2% |
| 30D | -7.4% | -0.1% | -7.4% | -7.6% |
| 3M | -11.9% | -9.2% | -2.7% | -10.6% |
| 6M | -19.3% | +1.8% | -21.0% | -20.0% |
| YTD | -8.1% | +42.1% | -50.3% | -14.4% |
| 1Y | +9.1% | +58.5% | -49.5% | -0.2% |
| 3Y | +236.2% | +128.2% | +108.0% | +183.2% |
| 5Y | +136.3% | +288.2% | -151.9% | +79.9% |
| 10Y | +256.9% | +799.8% | -542.9% | +128.9% |
| All | +256.9% | +802.0% | -545.1% | +128.9% |
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