+461.8%
STM vs GDXJ
+248.0%
+213.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.7% | +5.1% | +1.6% |
| 7D | +16.3% | -4.9% | +21.2% | +17.7% |
| 30D | -6.3% | -10.0% | +3.7% | -4.0% |
| 3M | -14.1% | -16.6% | +2.5% | -10.6% |
| 6M | -19.6% | -23.3% | +3.7% | -14.7% |
| YTD | +80.1% | -12.4% | +92.6% | +83.9% |
| 1Y | +95.4% | +0.5% | +94.9% | +92.9% |
| 3Y | +14.7% | +220.5% | -205.8% | -15.3% |
| 5Y | -5.4% | +124.7% | -130.1% | -26.9% |
| All | +461.8% | +248.0% | +213.8% | +317.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling