+327.3%
GDX vs SAP
+236.1%
+91.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -3.9% | -4.0% |
| 7D | -4.6% | -3.9% | -0.7% | -3.6% |
| 30D | -6.2% | +6.5% | -12.7% | -7.7% |
| 3M | -10.0% | +14.7% | -24.7% | -13.1% |
| 6M | -15.8% | +39.9% | -55.7% | -23.2% |
| YTD | -4.6% | -2.0% | -2.6% | -5.1% |
| 1Y | +4.0% | -6.0% | +10.0% | +4.7% |
| 3Y | +211.1% | +67.7% | +143.4% | +162.2% |
| 5Y | +152.3% | +78.8% | +73.5% | +102.0% |
| All | +327.3% | +236.1% | +91.2% | +162.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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