+328.6%
GDX vs SFM
+132.6%
+196.0%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.9% | -5.1% | -2.5% |
| 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% | -7.6% |
| YTD | +15.7% | +2.2% | +13.6% | +14.3% |
| 1Y | +54.8% | -41.9% | +96.7% | +62.7% |
| 3Y | +253.4% | +106.8% | +146.7% | +215.2% |
| 5Y | +219.7% | +231.6% | -11.9% | +165.3% |
| 10Y | +300.2% | +258.4% | +41.8% | +214.7% |
| All | +328.6% | +132.6% | +196.0% | +243.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling