+344.9%
GDX vs STZ
+12.2%
+332.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.3% |
| 7D | +0.7% | -0.9% | +1.7% | +0.9% |
| 30D | -3.8% | +14.9% | -18.7% | -6.1% |
| 3M | -5.4% | +8.4% | -13.9% | -7.0% |
| 6M | -12.7% | +2.8% | -15.5% | -13.5% |
| YTD | -0.7% | +7.5% | -8.2% | -2.8% |
| 1Y | +11.9% | +12.5% | -0.7% | +8.5% |
| 3Y | +223.9% | -35.4% | +259.3% | +246.0% |
| 5Y | +163.2% | -29.3% | +192.5% | +176.3% |
| All | +344.9% | +12.2% | +332.7% | +305.2% |
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