+315.3%
GDX vs SGI
+263.3%
+52.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.3% |
| 7D | +1.9% | +0.6% | +1.3% | +1.8% |
| 30D | +9.9% | +5.5% | +4.4% | +9.1% |
| 3M | +28.2% | -3.6% | +31.8% | +28.7% |
| 6M | -2.9% | -15.0% | +12.1% | -1.1% |
| YTD | +16.0% | -23.0% | +39.0% | +19.6% |
| 1Y | +49.9% | -18.4% | +68.3% | +53.4% |
| 3Y | +263.6% | +57.8% | +205.8% | +242.5% |
| 5Y | +233.6% | +51.5% | +182.1% | +208.4% |
| 10Y | +315.3% | +275.2% | +40.2% | +223.9% |
| All | +315.3% | +263.3% | +52.1% | +223.9% |
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