+123.6%
GDXJ vs STZ
-29.4%
+153.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | -8.1% | +2.6% | -10.7% | -8.6% |
| 30D | -5.5% | +15.2% | -20.7% | -8.3% |
| 3M | -14.6% | +7.6% | -22.2% | -16.0% |
| 6M | -23.2% | +5.3% | -28.5% | -24.3% |
| YTD | -13.0% | +8.6% | -21.6% | -15.8% |
| 1Y | +2.8% | +15.6% | -12.8% | -2.2% |
| 3Y | +221.5% | -35.2% | +256.6% | +259.9% |
| All | +123.6% | -29.4% | +153.0% | +151.6% |
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