+291.6%
GDX vs SAN
+347.0%
-55.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.1% | -3.4% |
| 7D | -5.4% | -2.8% | -2.6% | -4.9% |
| 30D | +6.6% | -0.5% | +7.1% | +6.7% |
| 3M | +30.1% | +22.7% | +7.4% | +25.7% |
| 6M | -7.1% | +28.8% | -35.9% | -10.7% |
| YTD | +12.0% | +26.3% | -14.3% | +7.7% |
| 1Y | +41.2% | +48.8% | -7.6% | +32.8% |
| 3Y | +251.0% | +347.2% | -96.2% | +187.8% |
| 5Y | +226.7% | +383.8% | -157.0% | +160.4% |
| All | +291.6% | +347.0% | -55.4% | +175.0% |
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