+310.1%
GDX vs SIMO
+434.7%
-124.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.7% | -1.3% | +3.9% |
| 7D | +15.6% | -8.5% | +24.0% | +16.1% |
| 30D | +2.4% | -34.8% | +37.3% | +6.2% |
| 3M | +1.7% | -32.8% | +34.6% | +4.6% |
| 6M | -3.3% | -32.0% | +28.7% | -1.6% |
| YTD | +6.6% | +87.0% | -80.4% | -3.1% |
| 1Y | +27.0% | +86.1% | -59.1% | +15.4% |
| 3Y | +243.4% | +226.4% | +17.0% | +192.3% |
| 5Y | +194.2% | +172.1% | +22.1% | +149.5% |
| 10Y | +310.1% | +408.0% | -97.9% | +213.6% |
| All | +310.1% | +434.7% | -124.5% | +213.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling