+123.8%
STX vs GDX
+22.9%
+100.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +9.0% | -17.1% | -11.4% |
| 7D | -20.2% | +0.8% | -21.0% | -20.6% |
| 30D | -37.2% | -3.2% | -34.0% | -36.5% |
| 3M | -34.1% | +8.6% | -42.6% | -38.4% |
| 6M | -24.5% | -1.2% | -23.2% | -26.7% |
| YTD | +102.9% | -1.4% | +104.3% | +81.4% |
| 1Y | +123.8% | +24.8% | +99.0% | +50.2% |
| All | +123.8% | +22.9% | +100.9% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDX.
Daily Out/Under-Performance
Portfolio return minus GDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDX 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 1y: compounded portfolio wealth divided by compounded GDX 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…
1y analysis · Full analysis span regression · 6 months rolling