+230.5%
GDX vs STLA
-61.3%
+291.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.4% |
| 7D | -0.4% | +2.6% | -3.0% | -0.8% |
| 30D | +18.6% | -1.2% | +19.9% | +18.7% |
| 3M | +14.9% | -24.8% | +39.6% | +19.2% |
| 6M | -6.3% | -25.6% | +19.3% | -2.8% |
| YTD | +15.7% | -48.9% | +64.7% | +24.2% |
| 1Y | +54.8% | -38.8% | +93.6% | +60.9% |
| 3Y | +253.4% | -64.5% | +318.0% | +297.6% |
| All | +230.5% | -61.3% | +291.8% | +242.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling