+54.8%
GDX vs STT
+75.3%
-20.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -0.4% | +0.5% | -0.9% | -0.6% |
| 30D | +18.6% | +3.9% | +14.8% | +15.9% |
| 3M | +14.9% | +20.0% | -5.1% | +3.2% |
| 6M | -6.3% | +55.3% | -61.6% | -27.1% |
| YTD | +15.7% | +53.3% | -37.6% | -9.5% |
| 1Y | +54.8% | +74.7% | -19.9% | +13.8% |
| All | +54.8% | +75.3% | -20.5% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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