+79.5%
GDXJ vs STZ
+828.4%
-748.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.3% |
| 7D | +0.2% | -1.9% | +2.1% | +0.6% |
| 30D | +17.9% | -1.9% | +19.7% | +18.3% |
| 3M | +15.3% | -6.2% | +21.5% | +16.6% |
| 6M | -9.4% | -14.0% | +4.6% | -6.8% |
| YTD | +13.4% | -5.1% | +18.5% | +13.6% |
| 1Y | +59.7% | -9.6% | +69.2% | +61.4% |
| 3Y | +283.6% | -47.2% | +330.8% | +334.9% |
| 5Y | +217.6% | -33.6% | +251.2% | +240.4% |
| 10Y | +225.7% | -9.8% | +235.4% | +216.4% |
| All | +79.5% | +828.4% | -748.8% | -22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling