+127.0%
STX vs GDX
-8.2%
+135.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.2% | +8.5% | +7.1% |
| 7D | +2.4% | -0.4% | +2.7% | +2.4% |
| 30D | +1.4% | +18.6% | -17.2% | -6.0% |
| 3M | -8.2% | +14.9% | -23.1% | -14.7% |
| 6M | +127.0% | -6.3% | +133.3% | +129.0% |
| All | +127.0% | -8.2% | +135.3% | +129.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling