+349.2%
GDX vs SIMO
+453.3%
-104.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.7% | -10.1% | -2.3% |
| 7D | +0.7% | +0.9% | -0.2% | +0.5% |
| 30D | -3.8% | -25.4% | +21.6% | -1.5% |
| 3M | -5.4% | -17.8% | +12.3% | -4.6% |
| 6M | -12.7% | -29.6% | +16.9% | -11.4% |
| YTD | -0.7% | +100.3% | -101.0% | -10.4% |
| 1Y | +11.9% | +100.4% | -88.5% | +0.9% |
| 3Y | +223.9% | +246.1% | -22.2% | +173.6% |
| 5Y | +163.2% | +189.8% | -26.6% | +121.5% |
| 10Y | +349.2% | +434.6% | -85.4% | +238.7% |
| All | +349.2% | +453.3% | -104.2% | +238.7% |
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