+224.1%
GDX vs STT
+156.7%
+67.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.8% |
| 7D | -2.2% | -0.4% | -1.7% | -2.1% |
| 30D | +6.8% | +1.7% | +5.0% | +6.3% |
| 3M | +24.9% | +17.9% | +7.0% | +20.1% |
| 6M | -4.2% | +55.3% | -59.5% | -13.5% |
| YTD | +13.2% | +52.7% | -39.4% | +2.6% |
| 1Y | +40.2% | +75.7% | -35.4% | +23.6% |
| 3Y | +249.6% | +197.9% | +51.7% | +174.1% |
| All | +224.1% | +156.7% | +67.4% | +135.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling