+315.3%
GDX vs SBAC
+78.4%
+237.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | +1.9% | +0.2% | +1.7% | +1.9% |
| 30D | +9.9% | +3.9% | +6.1% | +8.9% |
| 3M | +28.2% | -8.2% | +36.4% | +30.4% |
| 6M | -2.9% | -2.8% | -0.1% | -3.4% |
| YTD | +16.0% | -1.5% | +17.5% | +14.7% |
| 1Y | +49.9% | 0.0% | +49.9% | +47.4% |
| 3Y | +263.6% | -8.4% | +272.0% | +263.2% |
| 5Y | +233.6% | -43.5% | +277.1% | +272.2% |
| 10Y | +315.3% | +86.9% | +228.4% | +268.2% |
| All | +315.3% | +78.4% | +237.0% | +268.2% |
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