+21.2%
GDX vs STT
+47.3%
-26.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.2% | +1.2% | +2.3% |
| 7D | +15.6% | +0.9% | +14.6% | +14.7% |
| 30D | +2.4% | -2.3% | +4.8% | +3.9% |
| 3M | +1.7% | -7.0% | +8.7% | +5.9% |
| 6M | -3.3% | +15.5% | -18.8% | -12.4% |
| YTD | +6.6% | +35.6% | -29.0% | -14.4% |
| All | +21.2% | +47.3% | -26.1% | -9.7% |
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