+259.7%
GDX vs SFM
+96.9%
+162.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.6% | -0.6% |
| 7D | +4.0% | -5.8% | +9.8% | +4.2% |
| 30D | +9.5% | -11.4% | +20.8% | +10.0% |
| 3M | +25.1% | -12.2% | +37.3% | +25.7% |
| 6M | -2.9% | -5.2% | +2.2% | -3.1% |
| YTD | +14.7% | -4.5% | +19.2% | +14.2% |
| 1Y | +47.4% | -45.4% | +92.8% | +58.4% |
| 3Y | +259.7% | +91.1% | +168.6% | +216.6% |
| All | +259.7% | +96.9% | +162.8% | +216.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling