+233.2%
GDXJ vs STT
+198.7%
+34.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.3% | -4.4% | -4.6% |
| 7D | -4.9% | +5.1% | -10.1% | -5.8% |
| 30D | -10.0% | -0.2% | -9.7% | -9.9% |
| 3M | -16.6% | -8.1% | -8.5% | -15.4% |
| 6M | -23.3% | +16.6% | -39.9% | -25.2% |
| YTD | -12.4% | +37.8% | -50.3% | -16.9% |
| 1Y | +0.5% | +46.8% | -46.4% | -5.5% |
| 3Y | +220.5% | +181.2% | +39.3% | +173.0% |
| 5Y | +124.7% | +105.1% | +19.6% | +93.5% |
| All | +233.2% | +198.7% | +34.5% | +185.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling