+214.2%
GDX vs SBAC
+843.1%
-628.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.9% |
| 7D | -0.4% | -0.8% | +0.4% | -0.2% |
| 30D | +18.6% | +6.9% | +11.7% | +16.3% |
| 3M | +14.9% | -8.2% | +23.1% | +17.1% |
| 6M | -6.3% | -1.6% | -4.6% | -7.3% |
| YTD | +15.7% | -0.1% | +15.8% | +13.6% |
| 1Y | +54.8% | -0.5% | +55.3% | +52.0% |
| 3Y | +253.4% | -9.1% | +262.5% | +252.2% |
| 5Y | +219.7% | -43.8% | +263.5% | +261.3% |
| 10Y | +300.2% | +80.5% | +219.7% | +206.6% |
| All | +214.2% | +843.1% | -628.9% | +14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling