+310.1%
GDX vs STZ
+12.5%
+297.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.5% | +1.9% | +4.0% |
| 7D | +15.6% | +3.4% | +12.1% | +14.9% |
| 30D | +2.4% | +19.6% | -17.2% | -0.8% |
| 3M | +1.7% | +8.0% | -6.3% | +0.2% |
| 6M | -3.3% | -0.3% | -3.0% | -3.6% |
| YTD | +6.6% | +8.6% | -1.9% | +4.1% |
| 1Y | +27.0% | +17.3% | +9.6% | +22.2% |
| 3Y | +243.4% | -34.7% | +278.1% | +266.1% |
| 5Y | +194.2% | -27.6% | +221.8% | +207.7% |
| 10Y | +310.1% | +11.8% | +298.4% | +279.1% |
| All | +310.1% | +12.5% | +297.6% | +279.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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