+326.3%
GDX vs SFM
+140.2%
+186.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | -0.4% |
| 7D | -6.8% | +6.0% | -12.9% | -7.4% |
| 30D | -2.1% | -19.5% | +17.3% | -0.2% |
| 3M | -7.5% | -37.0% | +29.5% | -3.3% |
| 6M | -15.2% | -41.0% | +25.8% | -11.0% |
| YTD | -4.8% | -34.6% | +29.8% | -1.9% |
| 1Y | +6.7% | -36.3% | +43.0% | +10.2% |
| 3Y | +212.7% | +24.5% | +188.2% | +187.4% |
| 5Y | +151.7% | +115.9% | +35.8% | +109.3% |
| All | +326.3% | +140.2% | +186.1% | +229.8% |
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