+319.2%
GDX vs SBAC
+103.9%
+215.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.6% |
| 7D | +11.5% | +3.6% | +7.8% | +10.5% |
| 30D | -3.1% | +4.9% | -8.0% | -4.4% |
| 3M | -4.4% | +6.5% | -10.9% | -6.0% |
| 6M | -8.6% | -11.1% | +2.6% | -6.5% |
| YTD | +0.8% | +0.9% | -0.1% | -1.0% |
| 1Y | +14.7% | -1.6% | +16.2% | +13.3% |
| 3Y | +228.8% | -7.0% | +235.7% | +227.3% |
| 5Y | +173.4% | -39.2% | +212.6% | +199.7% |
| 10Y | +319.2% | +111.4% | +207.9% | +283.5% |
| All | +319.2% | +103.9% | +215.3% | +283.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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