+228.1%
GDXJ vs STRL
+2,093.0%
-1,864.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.4% | -1.7% |
| 7D | +4.3% | +10.1% | -5.8% | +2.5% |
| 30D | +8.4% | -8.2% | +16.6% | +9.8% |
| 3M | +25.5% | -43.7% | +69.2% | +37.0% |
| 6M | -6.3% | +27.1% | -33.4% | -13.4% |
| YTD | +12.1% | +64.0% | -51.9% | -0.8% |
| 1Y | +51.1% | +75.2% | -24.1% | +31.4% |
| 3Y | +296.1% | +539.9% | -243.8% | +161.5% |
| 5Y | +228.1% | +2,133.0% | -1,904.9% | +49.7% |
| All | +228.1% | +2,093.0% | -1,864.9% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling