+370.8%
GDX vs SE
+569.0%
-198.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +1.5% |
| 7D | +1.9% | -3.6% | +5.5% | +2.2% |
| 30D | +9.9% | -5.3% | +15.2% | +10.3% |
| 3M | +28.2% | +28.1% | +0.1% | +25.1% |
| 6M | -2.9% | +20.7% | -23.6% | -4.8% |
| YTD | +16.0% | -14.8% | +30.8% | +16.8% |
| 1Y | +49.9% | -43.6% | +93.5% | +55.6% |
| 3Y | +263.6% | +184.2% | +79.4% | +228.8% |
| 5Y | +233.6% | -66.3% | +299.9% | +237.1% |
| All | +370.8% | +569.0% | -198.2% | +307.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling