+214.2%
GDX vs STM
+429.1%
-214.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.6% |
| 7D | -0.4% | +5.8% | -6.2% | -1.5% |
| 30D | +18.6% | -1.0% | +19.6% | +18.8% |
| 3M | +14.9% | -33.3% | +48.1% | +23.6% |
| 6M | -6.3% | +57.4% | -63.6% | -15.7% |
| YTD | +15.7% | +102.2% | -86.5% | -1.0% |
| 1Y | +54.8% | +99.6% | -44.8% | +32.1% |
| 3Y | +253.4% | +14.5% | +238.9% | +224.9% |
| 5Y | +219.7% | +21.4% | +198.3% | +181.6% |
| 10Y | +300.2% | +695.0% | -394.8% | +113.6% |
| All | +214.2% | +429.1% | -214.9% | +62.5% |
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