+22.5%
STM vs GDXJ
+225.9%
-203.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.1% |
| 7D | +5.2% | +4.3% | +0.9% | +3.7% |
| 30D | -7.4% | +8.4% | -15.8% | -10.1% |
| 3M | -30.6% | +25.5% | -56.2% | -35.9% |
| 6M | +66.4% | -6.3% | +72.7% | +66.8% |
| YTD | +101.1% | +12.1% | +89.1% | +90.7% |
| 1Y | +97.4% | +51.1% | +46.3% | +70.4% |
| 3Y | +21.1% | +296.1% | -274.9% | -24.4% |
| 5Y | +22.5% | +228.1% | -205.6% | -23.6% |
| All | +22.5% | +225.9% | -203.4% | -23.6% |
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