+177.3%
GDX vs STM
+323.3%
-146.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.4% | -2.3% | +1.2% |
| 7D | +13.6% | -10.7% | +24.4% | +15.8% |
| 30D | +2.5% | -25.7% | +28.2% | +8.4% |
| 3M | +4.4% | -21.6% | +25.9% | +9.0% |
| 6M | -5.2% | -27.8% | +22.6% | -0.5% |
| YTD | +2.1% | +61.8% | -59.6% | -9.1% |
| 1Y | +24.7% | +78.1% | -53.4% | +8.9% |
| 3Y | +211.3% | +4.9% | +206.4% | +190.1% |
| 5Y | +186.7% | -14.3% | +200.9% | +170.1% |
| 10Y | +285.3% | +414.1% | -128.7% | +125.8% |
| All | +177.3% | +323.3% | -146.0% | +49.3% |
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