+289.0%
GDX vs STT
+264.2%
+24.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.7% |
| 7D | +4.0% | +2.2% | +1.8% | +3.7% |
| 30D | +9.5% | +3.9% | +5.6% | +9.1% |
| 3M | +25.1% | +19.2% | +5.9% | +23.1% |
| 6M | -2.9% | +60.4% | -63.3% | -6.9% |
| YTD | +14.7% | +51.5% | -36.7% | +10.6% |
| 1Y | +47.4% | +76.3% | -28.9% | +40.6% |
| 3Y | +259.7% | +200.7% | +58.9% | +230.5% |
| 5Y | +227.7% | +157.5% | +70.2% | +198.6% |
| 10Y | +289.0% | +262.0% | +27.0% | +261.1% |
| All | +289.0% | +264.2% | +24.8% | +261.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling