+326.3%
GDX vs SGI
+319.5%
+6.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | -6.8% | -5.3% | -1.5% | -6.0% |
| 30D | -2.1% | -2.1% | 0.0% | -1.9% |
| 3M | -7.5% | -8.2% | +0.7% | -6.4% |
| 6M | -15.2% | -4.6% | -10.6% | -14.6% |
| YTD | -4.8% | -31.5% | +26.6% | -0.1% |
| 1Y | +6.7% | -30.8% | +37.5% | +11.9% |
| 3Y | +212.7% | +67.2% | +145.5% | +193.0% |
| 5Y | +151.7% | +42.5% | +109.2% | +134.3% |
| All | +326.3% | +319.5% | +6.7% | +235.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling