+151.1%
GDX vs SARO
-21.9%
+173.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.4% |
| 7D | +1.9% | +0.6% | +1.3% | +1.7% |
| 30D | +9.9% | -14.5% | +24.4% | +14.8% |
| 3M | +28.2% | -5.3% | +33.5% | +29.5% |
| 6M | -2.9% | -15.3% | +12.4% | +0.5% |
| YTD | +16.0% | -15.6% | +31.5% | +20.2% |
| 1Y | +49.9% | -9.1% | +59.0% | +52.9% |
| All | +151.1% | -21.9% | +173.0% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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