+228.9%
GDX vs SFM
+230.0%
-1.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.1% | -2.4% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | +18.6% | -4.4% | +23.0% | +19.0% |
| 3M | +14.9% | +1.5% | +13.4% | +14.4% |
| 6M | -6.3% | +6.5% | -12.7% | -7.5% |
| YTD | +15.7% | +2.2% | +13.6% | +14.5% |
| 1Y | +54.8% | -41.9% | +96.7% | +64.4% |
| 3Y | +253.4% | +106.8% | +146.7% | +210.9% |
| All | +228.9% | +230.0% | -1.1% | +171.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling