+211.3%
GDX vs SE
+64.9%
+146.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.0% | +2.1% |
| 7D | +13.6% | +2.0% | +11.6% | +13.3% |
| 30D | +2.5% | -20.0% | +22.5% | +6.2% |
| 3M | +4.4% | -31.8% | +36.2% | +10.6% |
| 6M | -5.2% | -15.9% | +10.6% | -3.2% |
| YTD | +2.1% | -40.6% | +42.8% | +8.6% |
| 1Y | +24.7% | -50.7% | +75.4% | +34.9% |
| 3Y | +211.3% | +70.3% | +141.0% | +203.6% |
| All | +211.3% | +64.9% | +146.4% | +203.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling