+481.0%
STX vs GDXJ
+125.9%
+355.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.7% | +3.5% | 0.0% |
| 7D | +16.8% | -4.9% | +21.8% | +18.3% |
| 30D | -27.0% | -10.0% | -17.1% | -25.3% |
| 3M | -37.9% | -16.6% | -21.2% | -35.6% |
| 6M | -32.5% | -23.3% | -9.2% | -29.2% |
| YTD | +98.6% | -12.4% | +111.0% | +100.4% |
| 1Y | +93.6% | +0.5% | +93.1% | +89.2% |
| 3Y | +699.1% | +220.5% | +478.6% | +497.5% |
| 5Y | +481.0% | +124.7% | +356.3% | +352.9% |
| All | +481.0% | +125.9% | +355.1% | +352.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling