-5.7%
STM vs GDXJ
+144.7%
-150.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.0% | +6.3% | +2.3% |
| 7D | -7.9% | +11.8% | -19.7% | -11.6% |
| 30D | -14.1% | -7.1% | -7.0% | -12.3% |
| 3M | -17.6% | -10.5% | -7.1% | -15.2% |
| 6M | -24.2% | -15.5% | -8.7% | -21.1% |
| YTD | +73.3% | -6.6% | +79.9% | +73.6% |
| 1Y | +90.1% | +11.3% | +78.8% | +80.7% |
| 3Y | +10.3% | +242.0% | -231.6% | -28.5% |
| 5Y | -5.7% | +147.7% | -153.4% | -32.3% |
| All | -5.7% | +144.7% | -150.4% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling