+314.6%
GDX vs SE
+366.0%
-51.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.0% | +2.1% |
| 7D | +13.6% | +2.0% | +11.6% | +13.4% |
| 30D | +2.5% | -20.0% | +22.5% | +4.6% |
| 3M | +4.4% | -31.8% | +36.2% | +7.9% |
| 6M | -5.2% | -15.9% | +10.6% | -4.1% |
| YTD | +2.1% | -40.6% | +42.8% | +6.3% |
| 1Y | +24.7% | -50.7% | +75.4% | +31.6% |
| 3Y | +211.3% | +70.3% | +141.0% | +194.6% |
| 5Y | +186.7% | -78.8% | +265.5% | +202.0% |
| All | +314.6% | +366.0% | -51.4% | +271.0% |
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