+4.0%
GDX vs SFM
-34.4%
+38.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.6% | -5.6% | -3.9% |
| 7D | -4.6% | -0.4% | -4.1% | -4.6% |
| 30D | -6.2% | -19.2% | +13.0% | -7.1% |
| 3M | -10.0% | -40.3% | +30.3% | -13.6% |
| 6M | -15.8% | -40.9% | +25.1% | -19.0% |
| YTD | -4.6% | -35.5% | +30.9% | -8.7% |
| 1Y | +4.0% | -37.4% | +41.5% | -0.3% |
| All | +4.0% | -34.4% | +38.5% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling