+59.7%
GDXJ vs STRL
+76.3%
-16.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.8% | -8.2% | -3.6% |
| 7D | +0.2% | +3.4% | -3.2% | -0.5% |
| 30D | +17.9% | -9.2% | +27.1% | +19.9% |
| 3M | +15.3% | -51.0% | +66.4% | +31.2% |
| 6M | -9.4% | +15.8% | -25.2% | -17.1% |
| YTD | +13.4% | +58.9% | -45.5% | -4.1% |
| 1Y | +59.7% | +68.5% | -8.9% | +30.4% |
| All | +59.7% | +76.3% | -16.6% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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