+644.6%
STM vs GDXJ
+233.7%
+410.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -0.6% |
| 7D | -1.1% | -6.2% | +5.2% | +0.5% |
| 30D | -7.8% | +4.6% | -12.4% | -9.1% |
| 3M | -28.2% | +31.3% | -59.5% | -33.0% |
| 6M | +52.0% | -10.7% | +62.7% | +54.6% |
| YTD | +96.4% | +9.1% | +87.3% | +90.4% |
| 1Y | +98.8% | +44.1% | +54.7% | +80.0% |
| 3Y | +18.3% | +285.4% | -267.1% | -15.8% |
| 5Y | +17.7% | +228.4% | -210.7% | -15.5% |
| All | +644.6% | +233.7% | +410.8% | +438.5% |
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