+289.0%
GDX vs STLA
+48.0%
+241.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.6% |
| 7D | +4.0% | +0.7% | +3.2% | +3.9% |
| 30D | +9.5% | -2.4% | +11.8% | +9.7% |
| 3M | +25.1% | -23.9% | +49.0% | +28.1% |
| 6M | -2.9% | -24.6% | +21.7% | -0.5% |
| YTD | +14.7% | -50.5% | +65.2% | +20.8% |
| 1Y | +47.4% | -39.8% | +87.3% | +52.0% |
| 3Y | +259.7% | -65.6% | +325.3% | +286.7% |
| 5Y | +227.7% | -62.1% | +289.7% | +243.4% |
| 10Y | +289.0% | +47.8% | +241.2% | +326.3% |
| All | +289.0% | +48.0% | +241.0% | +326.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling