+181.8%
GDX vs SGI
+51.2%
+130.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.5% | +7.6% | +3.4% |
| 7D | +13.6% | +1.0% | +12.7% | +13.4% |
| 30D | +2.5% | +3.9% | -1.4% | +1.5% |
| 3M | +4.4% | -0.8% | +5.2% | +4.4% |
| 6M | -5.2% | -18.0% | +12.7% | -1.8% |
| YTD | +2.1% | -27.6% | +29.7% | +8.2% |
| 1Y | +24.7% | -27.2% | +51.9% | +32.0% |
| 3Y | +211.3% | +76.0% | +135.3% | +181.5% |
| All | +181.8% | +51.2% | +130.6% | +136.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling