+99.6%
STM vs GDXJ
+58.9%
+40.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +2.9% |
| 7D | +5.8% | +0.2% | +5.6% | +5.6% |
| 30D | -1.0% | +17.9% | -18.9% | -7.8% |
| 3M | -33.3% | +15.3% | -48.6% | -37.8% |
| 6M | +57.4% | -9.4% | +66.8% | +55.1% |
| YTD | +102.2% | +13.4% | +88.8% | +91.1% |
| 1Y | +99.6% | +59.7% | +39.9% | +83.9% |
| All | +99.6% | +58.9% | +40.7% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 1y: compounded portfolio wealth divided by compounded GDXJ 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…
1y analysis · Full analysis span regression · 6 months rolling