+1,972.8%
STX vs GDXJ
+245.9%
+1,726.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -3.0% |
| 7D | +14.6% | -8.1% | +22.7% | +16.2% |
| 30D | -26.0% | -5.5% | -20.5% | -25.4% |
| 3M | -42.6% | -14.6% | -28.1% | -41.5% |
| 6M | -35.3% | -23.2% | -12.1% | -33.2% |
| YTD | +92.5% | -13.0% | +105.4% | +94.4% |
| 1Y | +102.4% | +2.8% | +99.6% | +99.7% |
| 3Y | +673.8% | +221.5% | +452.3% | +552.4% |
| 5Y | +463.1% | +123.4% | +339.7% | +383.4% |
| All | +1,972.8% | +245.9% | +1,726.9% | +1,635.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 10y: compounded portfolio wealth divided by compounded GDXJ 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…
10y analysis · Full analysis span regression · 6 months rolling