+212.7%
GDX vs STZ
-34.9%
+247.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -6.8% | +2.6% | -9.4% | -7.1% |
| 30D | -2.1% | +15.2% | -17.3% | -3.8% |
| 3M | -7.5% | +7.6% | -15.2% | -8.4% |
| 6M | -15.2% | +5.3% | -20.4% | -15.8% |
| YTD | -4.8% | +8.6% | -13.5% | -6.7% |
| 1Y | +6.7% | +15.6% | -8.8% | +3.5% |
| 3Y | +212.7% | -35.2% | +247.9% | +227.9% |
| All | +212.7% | -34.9% | +247.6% | +227.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling