+47.9%
GDXJ vs STRL
+1,716.6%
-1,668.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.4% | -5.6% | -5.9% |
| 7D | +11.8% | -19.8% | +31.6% | +13.9% |
| 30D | -7.1% | -43.6% | +36.5% | -1.1% |
| 3M | -10.5% | -45.2% | +34.7% | -4.6% |
| 6M | -15.5% | -65.7% | +50.2% | -5.4% |
| YTD | -6.6% | -5.4% | -1.1% | -8.5% |
| 1Y | +11.3% | -24.7% | +36.0% | +11.6% |
| 3Y | +242.0% | +335.0% | -93.1% | +176.4% |
| 5Y | +147.7% | +915.3% | -767.6% | +80.2% |
| 10Y | +233.7% | +3,877.5% | -3,643.8% | +99.4% |
| All | +47.9% | +1,716.6% | -1,668.7% | -3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling