+211.8%
GDXJ vs STLA
+51.6%
+160.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -4.0% |
| 7D | -6.2% | -3.8% | -2.4% | -5.7% |
| 30D | +4.6% | -3.1% | +7.8% | +5.1% |
| 3M | +31.3% | -19.6% | +50.9% | +35.4% |
| 6M | -10.7% | -23.5% | +12.8% | -7.0% |
| YTD | +9.1% | -51.5% | +60.6% | +19.6% |
| 1Y | +44.1% | -39.7% | +83.8% | +51.9% |
| 3Y | +285.4% | -66.3% | +351.7% | +337.1% |
| 5Y | +228.4% | -63.1% | +291.5% | +258.3% |
| All | +211.8% | +51.6% | +160.2% | +234.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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