+192.4%
GDX vs SGOV
+20.2%
+172.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.4% |
| 7D | -5.4% | +0.1% | -5.4% | -5.3% |
| 30D | +6.6% | +0.3% | +6.3% | +6.8% |
| 3M | +30.1% | +0.9% | +29.2% | +31.4% |
| 6M | -7.1% | +1.8% | -8.9% | -5.9% |
| YTD | +12.0% | +2.5% | +9.4% | +13.3% |
| 1Y | +41.2% | +3.8% | +37.4% | +43.0% |
| 3Y | +251.0% | +14.4% | +236.6% | +304.7% |
| 5Y | +226.7% | +20.1% | +206.6% | +431.6% |
| All | +192.4% | +20.2% | +172.2% | +390.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling