+263.6%
GDX vs SE
+193.7%
+69.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -0.4% | -6.1% | +5.7% | +0.6% |
| 30D | +18.6% | -2.5% | +21.1% | +18.9% |
| 3M | +14.9% | +21.7% | -6.8% | +11.2% |
| 6M | -6.3% | +27.0% | -33.3% | -10.2% |
| YTD | +15.7% | -12.1% | +27.9% | +15.7% |
| 1Y | +54.8% | -40.9% | +95.8% | +60.2% |
| All | +263.6% | +193.7% | +69.9% | +234.9% |
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