+6,960.5%
STX vs GDX
+220.3%
+6,740.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.2% | +8.5% | +6.8% |
| 7D | +2.4% | -0.4% | +2.7% | +2.3% |
| 30D | +1.4% | +18.6% | -17.2% | -2.4% |
| 3M | -8.2% | +14.9% | -23.1% | -11.0% |
| 6M | +127.0% | -6.3% | +133.3% | +127.8% |
| YTD | +209.1% | +15.7% | +193.4% | +198.0% |
| 1Y | +365.4% | +54.8% | +310.6% | +325.5% |
| 3Y | +1,135.4% | +253.4% | +881.9% | +862.4% |
| 5Y | +991.5% | +219.7% | +771.8% | +750.1% |
| 10Y | +3,695.8% | +300.2% | +3,395.6% | +2,576.9% |
| All | +6,960.5% | +220.3% | +6,740.2% | +3,918.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling