+6.7%
GDX vs STZ
+15.6%
-8.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -6.8% | +2.6% | -9.4% | -7.0% |
| 30D | -2.1% | +15.2% | -17.3% | -2.8% |
| 3M | -7.5% | +7.6% | -15.2% | -7.7% |
| 6M | -15.2% | +5.3% | -20.4% | -15.0% |
| YTD | -4.8% | +8.6% | -13.5% | -8.3% |
| 1Y | +6.7% | +15.6% | -8.8% | +2.1% |
| All | +6.7% | +15.6% | -8.8% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling