+310.9%
GDX vs SIMO
+535.1%
-224.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.2% | -7.0% | -1.4% |
| 7D | +4.0% | +14.6% | -10.7% | +2.6% |
| 30D | +9.5% | +6.2% | +3.3% | +8.6% |
| 3M | +25.1% | +3.6% | +21.5% | +23.3% |
| 6M | -2.9% | +130.8% | -133.7% | -12.3% |
| YTD | +14.7% | +195.8% | -181.0% | +0.8% |
| 1Y | +47.4% | +225.0% | -177.6% | +28.1% |
| 3Y | +259.7% | +452.3% | -192.6% | +194.8% |
| 5Y | +227.7% | +303.6% | -75.9% | +170.6% |
| All | +310.9% | +535.1% | -224.2% | +216.8% |
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