+16.7%
STM vs GDXJ
+219.0%
-202.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | +12.0% | -8.1% | +20.1% | +15.1% |
| 30D | -0.4% | -5.5% | +5.1% | +1.1% |
| 3M | -13.2% | -14.6% | +1.4% | -9.2% |
| 6M | -26.1% | -23.2% | -2.9% | -20.8% |
| YTD | +81.2% | -13.0% | +94.2% | +86.0% |
| 1Y | +98.3% | +2.8% | +95.6% | +94.5% |
| 3Y | +16.7% | +221.5% | -204.8% | -20.9% |
| All | +16.7% | +219.0% | -202.3% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling