+319.2%
GDX vs SAN
+255.1%
+64.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.6% |
| 7D | +11.5% | +10.8% | +0.7% | +9.4% |
| 30D | -3.1% | -5.7% | +2.6% | -2.1% |
| 3M | -4.4% | -13.4% | +9.0% | -1.9% |
| 6M | -8.6% | +3.5% | -12.1% | -8.9% |
| YTD | +0.8% | +9.7% | -8.9% | -0.5% |
| 1Y | +14.7% | +20.9% | -6.2% | +11.6% |
| 3Y | +228.8% | +254.3% | -25.5% | +179.9% |
| 5Y | +173.4% | +304.2% | -130.9% | +124.6% |
| 10Y | +319.2% | +260.2% | +59.0% | +204.5% |
| All | +319.2% | +255.1% | +64.1% | +204.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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