+67.2%
GDXJ vs STLA
+263.8%
-196.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.6% |
| 7D | +0.2% | +2.6% | -2.4% | -0.1% |
| 30D | +17.9% | -1.2% | +19.1% | +18.0% |
| 3M | +15.3% | -24.8% | +40.1% | +18.8% |
| 6M | -9.4% | -25.6% | +16.1% | -6.6% |
| YTD | +13.4% | -48.9% | +62.3% | +20.6% |
| 1Y | +59.7% | -38.8% | +98.4% | +65.8% |
| 3Y | +283.6% | -64.5% | +348.1% | +317.0% |
| 5Y | +217.6% | -62.4% | +280.0% | +238.5% |
| 10Y | +225.7% | +55.4% | +170.3% | +211.2% |
| All | +67.2% | +263.8% | -196.6% | +43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling