+289.0%
GDX vs STM
+653.6%
-364.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.8% |
| 7D | +4.0% | +5.2% | -1.3% | +3.0% |
| 30D | +9.5% | -7.4% | +16.8% | +10.9% |
| 3M | +25.1% | -30.6% | +55.7% | +32.2% |
| 6M | -2.9% | +66.4% | -69.3% | -11.6% |
| YTD | +14.7% | +101.1% | -86.4% | +1.6% |
| 1Y | +47.4% | +97.4% | -50.0% | +30.4% |
| 3Y | +259.7% | +21.1% | +238.5% | +233.9% |
| 5Y | +227.7% | +22.5% | +205.2% | +195.5% |
| 10Y | +289.0% | +657.6% | -368.6% | +166.4% |
| All | +289.0% | +653.6% | -364.7% | +166.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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