+79.5%
GDXJ vs STT
+561.1%
-481.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | +0.2% | +0.5% | -0.3% | +0.1% |
| 30D | +17.9% | +3.9% | +14.0% | +16.9% |
| 3M | +15.3% | +20.0% | -4.6% | +11.3% |
| 6M | -9.4% | +55.3% | -64.8% | -16.8% |
| YTD | +13.4% | +53.3% | -39.9% | +4.5% |
| 1Y | +59.7% | +74.7% | -15.0% | +43.6% |
| 3Y | +283.6% | +205.8% | +77.7% | +209.6% |
| 5Y | +217.6% | +145.0% | +72.6% | +160.3% |
| 10Y | +225.7% | +266.0% | -40.3% | +136.3% |
| All | +79.5% | +561.1% | -481.6% | -5.2% |
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