+21.2%
GDX vs STRL
-26.3%
+47.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +15.0% | -10.6% | +2.1% |
| 7D | +15.6% | -13.3% | +28.9% | +16.5% |
| 30D | +2.4% | -43.3% | +45.8% | +11.6% |
| 3M | +1.7% | -46.9% | +48.6% | +11.6% |
| 6M | -3.3% | -65.6% | +62.3% | +13.2% |
| YTD | +6.6% | -5.1% | +11.7% | -2.2% |
| All | +21.2% | -26.3% | +47.5% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling