+24.8%
GDX vs STLA
-53.0%
+77.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.8% | +5.2% | +8.3% |
| 7D | +0.8% | -0.6% | +1.4% | +0.9% |
| 30D | -3.2% | +3.6% | -6.8% | -4.0% |
| 3M | +8.6% | -20.6% | +29.2% | +12.5% |
| 6M | -1.2% | -34.3% | +33.1% | +5.8% |
| YTD | -1.4% | -57.3% | +55.9% | +4.3% |
| 1Y | +24.8% | -52.6% | +77.4% | +26.4% |
| All | +24.8% | -53.0% | +77.8% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling