+326.3%
GDX vs STT
+198.3%
+128.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -6.8% | +4.8% | -11.6% | -7.2% |
| 30D | -2.1% | +3.9% | -6.0% | -2.5% |
| 3M | -7.5% | -8.2% | +0.6% | -6.8% |
| 6M | -15.2% | +15.6% | -30.8% | -16.2% |
| YTD | -4.8% | +37.6% | -42.5% | -7.4% |
| 1Y | +6.7% | +50.1% | -43.4% | +3.2% |
| 3Y | +212.7% | +183.1% | +29.7% | +190.0% |
| 5Y | +151.7% | +104.8% | +46.8% | +131.2% |
| All | +326.3% | +198.3% | +128.0% | +331.6% |
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