+673.8%
STX vs GDX
+211.6%
+462.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.8% | -3.0% |
| 7D | +14.6% | -6.8% | +21.4% | +16.9% |
| 30D | -26.0% | -2.1% | -23.9% | -25.8% |
| 3M | -42.6% | -7.5% | -35.1% | -42.0% |
| 6M | -35.3% | -15.2% | -20.1% | -33.5% |
| YTD | +92.5% | -4.8% | +97.3% | +90.6% |
| 1Y | +102.4% | +6.7% | +95.7% | +94.2% |
| 3Y | +673.8% | +212.7% | +461.1% | +487.8% |
| All | +673.8% | +211.6% | +462.2% | +487.8% |
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