+215.1%
GDXJ vs STT
+271.9%
-56.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.9% |
| 7D | -2.8% | -0.4% | -2.4% | -2.7% |
| 30D | +5.0% | +1.7% | +3.2% | +4.6% |
| 3M | +24.1% | +17.9% | +6.2% | +20.6% |
| 6M | -7.4% | +55.3% | -62.6% | -13.8% |
| YTD | +10.2% | +52.7% | -42.4% | +2.8% |
| 1Y | +42.5% | +75.7% | -33.1% | +30.2% |
| 3Y | +285.7% | +197.9% | +87.8% | +224.4% |
| 5Y | +231.9% | +158.8% | +73.1% | +177.7% |
| All | +215.1% | +271.9% | -56.8% | +151.9% |
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