+150.7%
GDX vs STM
-5.1%
+155.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | -6.8% | +12.0% | -18.8% | -9.0% |
| 30D | -2.1% | -0.4% | -1.7% | -2.5% |
| 3M | -7.5% | -13.2% | +5.7% | -5.4% |
| 6M | -15.2% | -26.1% | +10.9% | -11.1% |
| YTD | -4.8% | +81.2% | -86.0% | -16.3% |
| 1Y | +6.7% | +98.3% | -91.6% | -7.6% |
| 3Y | +212.7% | +16.7% | +196.0% | +190.4% |
| All | +150.7% | -5.1% | +155.8% | +112.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling