+289.0%
GDX vs STRL
+7,463.3%
-7,174.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.2% | -4.1% | -1.1% |
| 7D | +4.0% | +10.1% | -6.2% | +3.0% |
| 30D | +9.5% | -8.2% | +17.7% | +10.2% |
| 3M | +25.1% | -43.7% | +68.8% | +30.7% |
| 6M | -2.9% | +27.1% | -30.0% | -5.9% |
| YTD | +14.7% | +64.0% | -49.3% | +9.3% |
| 1Y | +47.4% | +75.2% | -27.7% | +39.7% |
| 3Y | +259.7% | +539.9% | -280.2% | +214.0% |
| 5Y | +227.7% | +2,133.0% | -1,905.3% | +170.9% |
| 10Y | +289.0% | +7,178.3% | -6,889.3% | +190.0% |
| All | +289.0% | +7,463.3% | -7,174.3% | +190.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded STRL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling