+698.5%
STX vs GDXJ
+221.0%
+477.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.7% | +3.5% | +0.1% |
| 7D | +16.8% | -4.9% | +21.8% | +18.4% |
| 30D | -27.0% | -10.0% | -17.1% | -25.1% |
| 3M | -37.9% | -16.6% | -21.2% | -35.4% |
| 6M | -32.5% | -23.3% | -9.2% | -29.0% |
| YTD | +98.6% | -12.4% | +111.0% | +100.3% |
| 1Y | +93.6% | +0.5% | +93.1% | +88.5% |
| All | +698.5% | +221.0% | +477.5% | +498.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling