+110.0%
GDX vs STLA
+189.2%
-79.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.4% |
| 7D | +15.6% | -6.4% | +21.9% | +16.1% |
| 30D | +2.4% | -1.3% | +3.8% | +2.5% |
| 3M | +1.7% | -19.9% | +21.7% | +3.1% |
| 6M | -3.3% | -42.9% | +39.6% | 0.0% |
| YTD | +6.6% | -59.4% | +66.0% | +11.8% |
| 1Y | +27.0% | -56.8% | +83.8% | +32.6% |
| 3Y | +243.4% | -73.1% | +316.4% | +265.6% |
| 5Y | +194.2% | -70.1% | +264.3% | +208.4% |
| 10Y | +310.1% | +19.8% | +290.4% | +312.1% |
| All | +110.0% | +189.2% | -79.2% | +93.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling