+292.3%
GDX vs STRL
+7,226.7%
-6,934.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.8% | -7.9% | -2.7% |
| 7D | -0.4% | +3.4% | -3.8% | -0.7% |
| 30D | +18.6% | -9.2% | +27.9% | +19.5% |
| 3M | +14.9% | -51.0% | +65.9% | +21.6% |
| 6M | -6.3% | +15.8% | -22.0% | -8.4% |
| YTD | +15.7% | +58.9% | -43.1% | +10.5% |
| 1Y | +54.8% | +68.5% | -13.7% | +47.2% |
| 3Y | +253.4% | +485.2% | -231.8% | +210.1% |
| 5Y | +219.7% | +2,005.1% | -1,785.4% | +165.2% |
| All | +292.3% | +7,226.7% | -6,934.3% | +193.3% |
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