+214.2%
GDX vs SAP
+463.4%
-249.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.9% |
| 7D | -0.4% | -2.9% | +2.5% | +0.7% |
| 30D | +18.6% | +9.0% | +9.6% | +15.2% |
| 3M | +14.9% | +14.9% | -0.1% | +8.8% |
| 6M | -6.3% | +11.9% | -18.1% | -11.1% |
| YTD | +15.7% | -9.9% | +25.6% | +17.5% |
| 1Y | +54.8% | -19.5% | +74.4% | +63.3% |
| 3Y | +253.4% | +61.8% | +191.6% | +182.0% |
| 5Y | +219.7% | +56.2% | +163.5% | +153.2% |
| 10Y | +300.2% | +180.6% | +119.6% | +133.9% |
| All | +214.2% | +463.4% | -249.3% | +9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling