+364.7%
GDX vs SEI
+608.3%
-243.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.2% | +1.7% | -2.9% |
| 7D | -5.4% | +20.7% | -26.0% | -7.3% |
| 30D | +6.6% | +9.1% | -2.6% | +5.3% |
| 3M | +30.1% | -6.0% | +36.1% | +29.8% |
| 6M | -7.1% | +18.9% | -26.0% | -9.8% |
| YTD | +12.0% | +40.1% | -28.2% | +6.7% |
| 1Y | +41.2% | +120.6% | -79.4% | +28.8% |
| 3Y | +251.0% | +562.1% | -311.2% | +169.4% |
| 5Y | +226.7% | +954.5% | -727.7% | +134.4% |
| All | +364.7% | +608.3% | -243.6% | +220.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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