+214.2%
GDX vs SGI
+2,147.8%
-1,933.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.3% |
| 7D | -0.4% | +8.5% | -8.9% | -1.4% |
| 30D | +18.6% | +0.7% | +17.9% | +18.5% |
| 3M | +14.9% | +0.6% | +14.3% | +14.7% |
| 6M | -6.3% | -17.9% | +11.7% | -4.1% |
| YTD | +15.7% | -21.2% | +36.9% | +18.9% |
| 1Y | +54.8% | -18.9% | +73.7% | +58.4% |
| 3Y | +253.4% | +52.6% | +200.8% | +232.7% |
| 5Y | +219.7% | +60.7% | +158.9% | +193.2% |
| 10Y | +300.2% | +278.1% | +22.1% | +210.5% |
| All | +214.2% | +2,147.8% | -1,933.6% | +39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling