+278.3%
GDX vs SFM
+40.3%
+238.0%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.8% | +7.0% | +2.6% |
| 7D | +13.6% | -1.2% | +14.8% | +13.7% |
| 30D | +2.5% | -24.8% | +27.3% | +5.0% |
| 3M | +4.4% | -43.7% | +48.1% | +9.9% |
| 6M | -5.2% | -37.3% | +32.0% | -1.7% |
| YTD | +2.1% | -38.4% | +40.5% | +5.6% |
| 1Y | +24.7% | -36.9% | +61.6% | +28.5% |
| 3Y | +211.3% | +20.7% | +190.6% | +191.8% |
| 5Y | +186.7% | +103.5% | +83.2% | +148.7% |
| 10Y | +285.3% | +139.7% | +145.6% | +215.1% |
| All | +278.3% | +40.3% | +238.0% | +216.9% |
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