+228.9%
GDX vs STRL
+2,010.6%
-1,781.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.8% | -7.9% | -3.0% |
| 7D | -0.4% | +3.4% | -3.8% | -0.9% |
| 30D | +18.6% | -9.2% | +27.9% | +20.1% |
| 3M | +14.9% | -51.0% | +65.9% | +25.9% |
| 6M | -6.3% | +15.8% | -22.0% | -10.6% |
| YTD | +15.7% | +58.9% | -43.1% | +5.8% |
| 1Y | +54.8% | +68.5% | -13.7% | +40.1% |
| 3Y | +253.4% | +485.2% | -231.8% | +165.9% |
| All | +228.9% | +2,010.6% | -1,781.7% | +91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling