+297.5%
GDXJ vs STRL
+526.3%
-228.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.6% |
| 7D | +0.9% | +8.2% | -7.3% | -0.5% |
| 30D | +8.8% | -6.3% | +15.1% | +9.8% |
| 3M | +29.8% | -41.2% | +71.0% | +40.3% |
| 6M | -5.8% | +20.4% | -26.2% | -11.5% |
| YTD | +13.6% | +61.7% | -48.1% | +1.8% |
| 1Y | +54.5% | +72.7% | -18.2% | +36.6% |
| All | +297.5% | +526.3% | -228.8% | +183.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling