+177.3%
GDX vs STT
+314.8%
-137.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +13.6% | -2.5% | +16.1% | +14.0% |
| 30D | +2.5% | -5.0% | +7.5% | +3.2% |
| 3M | +4.4% | -10.5% | +14.9% | +5.9% |
| 6M | -5.2% | +10.0% | -15.2% | -6.3% |
| YTD | +2.1% | +30.7% | -28.5% | -1.3% |
| 1Y | +24.7% | +43.8% | -19.1% | +19.2% |
| 3Y | +211.3% | +168.1% | +43.2% | +174.2% |
| 5Y | +186.7% | +101.4% | +85.3% | +157.6% |
| 10Y | +285.3% | +211.3% | +74.0% | +215.6% |
| All | +177.3% | +314.8% | -137.5% | +65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling