+292.8%
GDX vs STZ
+9.8%
+283.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +3.9% | +2.5% |
| 7D | +13.6% | +4.9% | +8.7% | +12.8% |
| 30D | +2.5% | +20.9% | -18.4% | -0.9% |
| 3M | +4.4% | +8.0% | -3.6% | +2.8% |
| 6M | -5.2% | -5.3% | +0.1% | -4.7% |
| YTD | +2.1% | +5.9% | -3.8% | +0.2% |
| 1Y | +24.7% | +14.2% | +10.5% | +20.5% |
| 3Y | +211.3% | -37.0% | +248.2% | +234.0% |
| 5Y | +186.7% | -29.7% | +216.4% | +201.3% |
| All | +292.8% | +9.8% | +283.0% | +264.6% |
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