+214.2%
GDX vs SCCO
+3,679.6%
-3,465.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | -0.4% | -5.3% | +4.9% | +2.1% |
| 30D | +18.6% | +2.7% | +16.0% | +17.2% |
| 3M | +14.9% | +4.2% | +10.7% | +12.6% |
| 6M | -6.3% | -0.6% | -5.6% | -6.1% |
| YTD | +15.7% | +45.0% | -29.2% | -2.7% |
| 1Y | +54.8% | +109.3% | -54.5% | +10.0% |
| 3Y | +253.4% | +180.8% | +72.7% | +112.0% |
| 5Y | +219.7% | +314.3% | -94.6% | +56.1% |
| 10Y | +300.2% | +1,083.3% | -783.1% | +4.8% |
| All | +214.2% | +3,679.6% | -3,465.4% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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