+301.2%
GDX vs SIMO
+379.7%
-78.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.2% | -2.0% | +1.8% |
| 7D | +13.6% | -22.0% | +35.6% | +15.9% |
| 30D | +2.5% | -43.0% | +45.6% | +7.5% |
| 3M | +4.4% | -39.1% | +43.5% | +8.3% |
| 6M | -5.2% | -33.3% | +28.0% | -3.3% |
| YTD | +2.1% | +77.0% | -74.8% | -6.7% |
| 1Y | +24.7% | +73.0% | -48.3% | +14.1% |
| 3Y | +211.3% | +215.7% | -4.4% | +165.8% |
| 5Y | +186.7% | +155.6% | +31.0% | +144.5% |
| All | +301.2% | +379.7% | -78.5% | +207.7% |
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