+54.8%
GDX vs SE
-38.5%
+93.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | -0.4% | -6.1% | +5.7% | +1.3% |
| 30D | +18.6% | -2.5% | +21.1% | +19.0% |
| 3M | +14.9% | +21.7% | -6.8% | +8.0% |
| 6M | -6.3% | +27.0% | -33.3% | -14.0% |
| YTD | +15.7% | -12.1% | +27.9% | +18.0% |
| 1Y | +54.8% | -40.9% | +95.8% | +65.4% |
| All | +54.8% | -38.5% | +93.3% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling