+150.7%
GDX vs STRL
+906.9%
-756.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.8% | +0.2% |
| 7D | -6.8% | +15.7% | -22.5% | -8.7% |
| 30D | -2.1% | -35.5% | +33.4% | +3.2% |
| 3M | -7.5% | -47.1% | +39.6% | +0.1% |
| 6M | -15.2% | -65.8% | +50.6% | -3.3% |
| YTD | -4.8% | -4.5% | -0.3% | -7.6% |
| 1Y | +6.7% | -10.5% | +17.2% | +4.3% |
| 3Y | +212.7% | +340.6% | -127.9% | +142.4% |
| All | +150.7% | +906.9% | -756.1% | +53.0% |
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 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