+289.0%
GDX vs STZ
-14.3%
+303.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.6% | +4.8% | +0.1% |
| 7D | +4.0% | -7.4% | +11.3% | +5.3% |
| 30D | +9.5% | -10.9% | +20.4% | +11.5% |
| 3M | +25.1% | -13.4% | +38.5% | +27.9% |
| 6M | -2.9% | -16.2% | +13.3% | -0.3% |
| YTD | +14.7% | -10.4% | +25.2% | +16.0% |
| 1Y | +47.4% | -14.8% | +62.2% | +50.2% |
| 3Y | +259.7% | -50.1% | +309.8% | +301.4% |
| 5Y | +227.7% | -38.8% | +266.5% | +252.7% |
| 10Y | +289.0% | -14.1% | +303.0% | +281.1% |
| All | +289.0% | -14.3% | +303.3% | +281.1% |
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