+310.1%
GDX vs STRL
+4,310.8%
-4,000.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +15.0% | -10.6% | +3.1% |
| 7D | +15.6% | -13.3% | +28.9% | +16.2% |
| 30D | +2.4% | -43.3% | +45.8% | +7.2% |
| 3M | +1.7% | -46.9% | +48.6% | +6.9% |
| 6M | -3.3% | -65.6% | +62.3% | +5.0% |
| YTD | +6.6% | -5.1% | +11.7% | +6.0% |
| 1Y | +27.0% | -23.1% | +50.1% | +27.8% |
| 3Y | +243.4% | +346.8% | -103.5% | +211.0% |
| 5Y | +194.2% | +907.2% | -713.0% | +155.1% |
| 10Y | +310.1% | +3,988.2% | -3,678.0% | +262.3% |
| All | +310.1% | +4,310.8% | -4,000.6% | +262.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling