+127.9%
GDX vs STLA
+263.8%
-135.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.3% |
| 7D | -0.4% | +2.6% | -3.0% | -0.6% |
| 30D | +18.6% | -1.2% | +19.9% | +18.7% |
| 3M | +14.9% | -24.8% | +39.6% | +16.8% |
| 6M | -6.3% | -25.6% | +19.3% | -4.6% |
| YTD | +15.7% | -48.9% | +64.7% | +19.7% |
| 1Y | +54.8% | -38.8% | +93.6% | +58.1% |
| 3Y | +253.4% | -64.5% | +318.0% | +270.2% |
| 5Y | +219.7% | -62.4% | +282.1% | +230.5% |
| 10Y | +300.2% | +55.4% | +244.8% | +296.1% |
| All | +127.9% | +263.8% | -135.9% | +106.9% |
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