+211.8%
GDXJ vs STZ
-10.3%
+222.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.9% | -5.8% | -4.4% |
| 7D | -6.2% | -4.1% | -2.1% | -5.3% |
| 30D | +4.6% | -7.6% | +12.2% | +6.4% |
| 3M | +31.3% | -12.3% | +43.6% | +34.9% |
| 6M | -10.7% | -16.3% | +5.6% | -7.4% |
| YTD | +9.1% | -8.4% | +17.4% | +10.0% |
| 1Y | +44.1% | -10.8% | +55.0% | +46.1% |
| 3Y | +285.4% | -49.0% | +334.4% | +346.7% |
| 5Y | +228.4% | -36.5% | +264.9% | +258.8% |
| All | +211.8% | -10.3% | +222.2% | +206.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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