+721.6%
STM vs GDXJ
+35.6%
+686.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.7% | +5.1% | +1.4% |
| 7D | +16.3% | -4.9% | +21.2% | +17.5% |
| 30D | -6.3% | -10.0% | +3.7% | -4.4% |
| 3M | -14.1% | -16.6% | +2.5% | -11.1% |
| 6M | -19.6% | -23.3% | +3.7% | -15.4% |
| YTD | +80.1% | -12.4% | +92.6% | +83.5% |
| 1Y | +95.4% | +0.5% | +94.9% | +93.3% |
| 3Y | +14.7% | +220.5% | -205.8% | -11.6% |
| 5Y | -5.4% | +124.7% | -130.1% | -23.8% |
| 10Y | +465.5% | +240.2% | +225.3% | +303.9% |
| All | +721.6% | +35.6% | +686.0% | +570.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling