+177.3%
GDX vs SAN
+158.0%
+19.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.7% |
| 7D | +13.6% | +4.9% | +8.7% | +12.4% |
| 30D | +2.5% | -13.0% | +15.5% | +6.0% |
| 3M | +4.4% | -18.9% | +23.3% | +9.8% |
| 6M | -5.2% | -4.1% | -1.1% | -4.0% |
| YTD | +2.1% | +2.6% | -0.4% | +1.7% |
| 1Y | +24.7% | +16.9% | +7.8% | +20.5% |
| 3Y | +211.3% | +239.1% | -27.8% | +134.4% |
| 5Y | +186.7% | +266.8% | -80.2% | +106.6% |
| 10Y | +285.3% | +246.0% | +39.3% | +157.9% |
| All | +177.3% | +158.0% | +19.2% | +21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling