+3,676.0%
STX vs GDX
+282.8%
+3,393.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.9% | +7.3% | +6.6% |
| 7D | +10.7% | +4.0% | +6.8% | +9.9% |
| 30D | +11.3% | +9.5% | +1.8% | +9.2% |
| 3M | +3.2% | +25.1% | -21.9% | -1.3% |
| 6M | +157.0% | -2.9% | +159.9% | +155.5% |
| YTD | +229.2% | +14.7% | +214.5% | +219.4% |
| 1Y | +381.8% | +47.4% | +334.4% | +351.9% |
| 3Y | +1,383.2% | +259.7% | +1,123.5% | +1,139.7% |
| 5Y | +1,144.9% | +227.7% | +917.2% | +933.9% |
| 10Y | +3,676.0% | +289.0% | +3,387.1% | +3,084.3% |
| All | +3,676.0% | +282.8% | +3,393.2% | +3,084.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling