+228.9%
GDX vs STZ
-33.3%
+262.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | -0.4% | -1.9% | +1.5% | 0.0% |
| 30D | +18.6% | -1.9% | +20.5% | +19.0% |
| 3M | +14.9% | -6.2% | +21.1% | +16.0% |
| 6M | -6.3% | -14.0% | +7.8% | -3.7% |
| YTD | +15.7% | -5.1% | +20.8% | +15.5% |
| 1Y | +54.8% | -9.6% | +64.4% | +56.1% |
| 3Y | +253.4% | -47.2% | +300.7% | +309.3% |
| All | +228.9% | -33.3% | +262.1% | +267.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling