+369.8%
GDX vs SE
+589.8%
-220.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -0.4% | -6.1% | +5.7% | +0.2% |
| 30D | +18.6% | -2.5% | +21.1% | +18.8% |
| 3M | +14.9% | +21.7% | -6.8% | +12.7% |
| 6M | -6.3% | +27.0% | -33.3% | -8.6% |
| YTD | +15.7% | -12.1% | +27.9% | +16.3% |
| 1Y | +54.8% | -40.9% | +95.8% | +60.2% |
| 3Y | +253.4% | +191.0% | +62.4% | +219.0% |
| 5Y | +219.7% | -68.3% | +287.9% | +224.5% |
| All | +369.8% | +589.8% | -220.0% | +305.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling