+37.8%
GDXJ vs STT
+493.4%
-455.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -8.1% | +4.8% | -12.9% | -8.9% |
| 30D | -5.5% | +3.9% | -9.4% | -6.2% |
| 3M | -14.6% | -8.2% | -6.4% | -13.1% |
| 6M | -23.2% | +15.6% | -38.8% | -25.2% |
| YTD | -13.0% | +37.6% | -50.6% | -18.1% |
| 1Y | +2.8% | +50.1% | -47.4% | -4.7% |
| 3Y | +221.5% | +183.1% | +38.4% | +163.9% |
| 5Y | +123.4% | +104.8% | +18.5% | +89.3% |
| 10Y | +238.2% | +201.9% | +36.3% | +156.3% |
| All | +37.8% | +493.4% | -455.6% | -25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling