+249.6%
GDX vs SGOV
+14.4%
+235.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.2% |
| 7D | -2.2% | 0.0% | -2.2% | -2.0% |
| 30D | +6.8% | +0.3% | +6.4% | +7.6% |
| 3M | +24.9% | +0.9% | +24.0% | +27.9% |
| 6M | -4.2% | +1.8% | -6.1% | -0.8% |
| YTD | +13.2% | +2.5% | +10.7% | +18.1% |
| 1Y | +40.2% | +3.8% | +36.4% | +47.4% |
| 3Y | +249.6% | +14.4% | +235.2% | +99.0% |
| All | +249.6% | +14.4% | +235.2% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 3y: compounded portfolio wealth divided by compounded SGOV 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…
3y analysis · Full analysis span regression · 6 months rolling