+233.6%
GDX vs SGI
+56.1%
+177.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.5% |
| 7D | +1.9% | +0.6% | +1.3% | +1.8% |
| 30D | +9.9% | +5.5% | +4.4% | +8.6% |
| 3M | +28.2% | -3.6% | +31.8% | +29.0% |
| 6M | -2.9% | -15.0% | +12.1% | -0.2% |
| YTD | +16.0% | -23.0% | +39.0% | +21.4% |
| 1Y | +49.9% | -18.4% | +68.3% | +55.2% |
| 3Y | +263.6% | +57.8% | +205.8% | +233.0% |
| 5Y | +233.6% | +51.5% | +182.1% | +179.4% |
| All | +233.6% | +56.1% | +177.4% | +179.4% |
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