+646.2%
STX vs GDX
+241.0%
+405.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.4% | +5.4% | +8.5% |
| 7D | -14.8% | +15.6% | -30.3% | -18.6% |
| 30D | -35.4% | +2.4% | -37.8% | -35.9% |
| 3M | -37.7% | +1.7% | -39.4% | -38.7% |
| 6M | -35.2% | -3.3% | -31.9% | -35.9% |
| YTD | +84.4% | +6.6% | +77.8% | +76.8% |
| 1Y | +82.3% | +27.0% | +55.3% | +67.1% |
| 3Y | +646.2% | +243.4% | +402.9% | +448.7% |
| All | +646.2% | +241.0% | +405.2% | +448.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling