+79.5%
GDXJ vs STRL
+2,952.0%
-2,872.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.8% | -8.2% | -3.2% |
| 7D | +0.2% | +3.4% | -3.2% | -0.3% |
| 30D | +17.9% | -9.2% | +27.1% | +19.1% |
| 3M | +15.3% | -51.0% | +66.4% | +24.8% |
| 6M | -9.4% | +15.8% | -25.2% | -12.9% |
| YTD | +13.4% | +58.9% | -45.5% | +5.1% |
| 1Y | +59.7% | +68.5% | -8.9% | +46.5% |
| 3Y | +283.6% | +485.2% | -201.6% | +199.3% |
| 5Y | +217.6% | +2,005.1% | -1,787.5% | +114.3% |
| 10Y | +225.7% | +7,118.0% | -6,892.3% | +82.0% |
| All | +79.5% | +2,952.0% | -2,872.5% | +11.3% |
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