+228.1%
GDXJ vs STT
+150.3%
+77.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -0.8% |
| 7D | +4.3% | +2.2% | +2.1% | +3.7% |
| 30D | +8.4% | +3.9% | +4.5% | +7.1% |
| 3M | +25.5% | +19.2% | +6.3% | +19.1% |
| 6M | -6.3% | +60.4% | -66.7% | -18.3% |
| YTD | +12.1% | +51.5% | -39.4% | -0.7% |
| 1Y | +51.1% | +76.3% | -25.2% | +28.7% |
| 3Y | +296.1% | +200.7% | +95.3% | +188.6% |
| 5Y | +228.1% | +157.5% | +70.6% | +122.3% |
| All | +228.1% | +150.3% | +77.8% | +122.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling