+211.3%
GDX vs STRL
+233.5%
-22.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.5% | -1.3% | +1.7% |
| 7D | +13.6% | -26.9% | +40.5% | +17.5% |
| 30D | +2.5% | -52.7% | +55.2% | +13.3% |
| 3M | +4.4% | -52.8% | +57.2% | +15.1% |
| 6M | -5.2% | -71.5% | +66.2% | +11.3% |
| YTD | +2.1% | -17.4% | +19.6% | +1.4% |
| 1Y | +24.7% | -35.0% | +59.7% | +27.2% |
| 3Y | +211.3% | +239.2% | -27.9% | +156.1% |
| All | +211.3% | +233.5% | -22.3% | +156.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling