+242.0%
GDXJ vs STZ
-38.7%
+280.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.9% | +1.2% |
| 7D | +0.9% | -6.0% | +7.0% | +2.4% |
| 30D | +8.8% | -8.9% | +17.7% | +11.0% |
| 3M | +29.8% | -12.6% | +42.4% | +33.5% |
| 6M | -5.8% | -17.2% | +11.4% | -2.1% |
| YTD | +13.6% | -10.0% | +23.6% | +14.6% |
| 1Y | +54.5% | -14.3% | +68.8% | +57.7% |
| 3Y | +301.4% | -49.9% | +351.3% | +382.0% |
| All | +242.0% | -38.7% | +280.7% | +289.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling