+0.5%
GDXJ vs STRL
-22.3%
+22.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.7% | -3.9% | -4.6% |
| 7D | -4.9% | +23.4% | -28.4% | -8.4% |
| 30D | -10.0% | -39.5% | +29.6% | -2.1% |
| 3M | -16.6% | -45.1% | +28.4% | -7.9% |
| 6M | -23.3% | -64.6% | +41.3% | -8.9% |
| YTD | -12.4% | -1.5% | -10.9% | -20.2% |
| 1Y | +0.5% | -20.8% | +21.2% | -1.8% |
| All | +0.5% | -22.3% | +22.7% | -1.8% |
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