+326.3%
GDX vs SAN
+270.1%
+56.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | -6.8% | +4.0% | -10.8% | -7.5% |
| 30D | -2.1% | -7.8% | +5.7% | -0.7% |
| 3M | -7.5% | -16.4% | +8.9% | -4.5% |
| 6M | -15.2% | +3.5% | -18.7% | -15.4% |
| YTD | -4.8% | +6.7% | -11.5% | -5.6% |
| 1Y | +6.7% | +14.5% | -7.8% | +4.9% |
| 3Y | +212.7% | +243.5% | -30.8% | +169.0% |
| 5Y | +151.7% | +296.2% | -144.5% | +109.0% |
| All | +326.3% | +270.1% | +56.1% | +230.9% |
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