+239.3%
GDXJ vs STLD
+129.0%
+110.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -2.0% |
| 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% | -10.3% |
| 6M | -19.3% | +1.8% | -21.0% | -20.2% |
| YTD | -8.1% | +42.1% | -50.3% | -15.8% |
| 1Y | +9.1% | +58.5% | -49.5% | -1.9% |
| All | +239.3% | +129.0% | +110.3% | +159.6% |
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