+349.2%
GDX vs SFM
+140.8%
+208.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.5% | -4.9% | -1.9% |
| 7D | +0.7% | -7.1% | +7.8% | +1.5% |
| 30D | -3.8% | -21.4% | +17.7% | -1.6% |
| 3M | -5.4% | -40.1% | +34.6% | -0.6% |
| 6M | -12.7% | -38.0% | +25.3% | -8.9% |
| YTD | -0.7% | -36.5% | +35.9% | +2.7% |
| 1Y | +11.9% | -35.2% | +47.1% | +15.2% |
| 3Y | +223.9% | +23.5% | +200.4% | +197.7% |
| 5Y | +163.2% | +109.7% | +53.5% | +119.6% |
| 10Y | +349.2% | +132.6% | +216.6% | +248.1% |
| All | +349.2% | +140.8% | +208.4% | +248.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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