+301.1%
GDXJ vs STLD
+144.6%
+156.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.1% |
| 7D | +0.2% | +3.1% | -3.0% | -0.5% |
| 30D | +17.9% | -9.0% | +26.8% | +20.3% |
| 3M | +15.3% | -12.4% | +27.7% | +18.6% |
| 6M | -9.4% | +25.5% | -34.9% | -14.9% |
| YTD | +13.4% | +43.6% | -30.2% | +4.1% |
| 1Y | +59.7% | +87.2% | -27.5% | +39.2% |
| All | +301.1% | +144.6% | +156.4% | +223.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling