+189.5%
GDX vs SAP
+521.9%
-332.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.7% | +3.8% |
| 7D | +15.6% | +1.6% | +13.9% | +14.9% |
| 30D | +2.4% | +10.5% | -8.1% | -1.1% |
| 3M | +1.7% | +15.2% | -13.4% | -3.3% |
| 6M | -3.3% | +36.7% | -40.0% | -14.4% |
| YTD | +6.6% | -0.6% | +7.2% | +4.5% |
| 1Y | +27.0% | -4.1% | +31.1% | +26.1% |
| 3Y | +243.4% | +73.2% | +170.1% | +167.9% |
| 5Y | +194.2% | +74.1% | +120.1% | +124.3% |
| 10Y | +310.1% | +222.9% | +87.2% | +127.2% |
| All | +189.5% | +521.9% | -332.4% | -2.4% |
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