+1,019.5%
STX vs GDX
+223.5%
+796.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.2% | +8.5% | +7.0% |
| 7D | +2.4% | -0.4% | +2.7% | +2.3% |
| 30D | +1.4% | +18.6% | -17.2% | -4.1% |
| 3M | -8.2% | +14.9% | -23.1% | -12.6% |
| 6M | +127.0% | -6.3% | +133.3% | +126.9% |
| YTD | +209.1% | +15.7% | +193.4% | +192.6% |
| 1Y | +365.4% | +54.8% | +310.6% | +312.0% |
| 3Y | +1,135.4% | +253.4% | +881.9% | +799.9% |
| All | +1,019.5% | +223.5% | +796.1% | +717.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling