+315.3%
GDX vs SFM
+280.6%
+34.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.9% | +5.0% | +1.5% |
| 7D | +1.9% | -7.2% | +9.1% | +2.6% |
| 30D | +9.9% | -14.3% | +24.2% | +11.6% |
| 3M | +28.2% | -13.7% | +41.9% | +29.8% |
| 6M | -2.9% | -6.0% | +3.1% | -3.1% |
| YTD | +16.0% | -8.2% | +24.2% | +15.7% |
| 1Y | +49.9% | -46.2% | +96.1% | +59.2% |
| 3Y | +263.6% | +83.6% | +180.0% | +224.9% |
| 5Y | +233.6% | +212.7% | +20.9% | +173.4% |
| 10Y | +315.3% | +273.0% | +42.3% | +218.2% |
| All | +315.3% | +280.6% | +34.7% | +218.2% |
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