+189.5%
GDX vs STM
+351.9%
-162.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.8% | -2.4% | +3.0% |
| 7D | +15.6% | -5.6% | +21.1% | +16.4% |
| 30D | +2.4% | -14.4% | +16.9% | +5.3% |
| 3M | +1.7% | -20.5% | +22.2% | +5.9% |
| 6M | -3.3% | -24.5% | +21.2% | +0.6% |
| YTD | +6.6% | +72.7% | -66.1% | -6.3% |
| 1Y | +27.0% | +91.0% | -64.0% | +9.3% |
| 3Y | +243.4% | +13.5% | +229.9% | +214.9% |
| 5Y | +194.2% | -9.2% | +203.4% | +174.0% |
| 10Y | +310.1% | +422.5% | -112.4% | +140.1% |
| All | +189.5% | +351.9% | -162.4% | +53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling