+24.7%
GDX vs SIMO
+67.0%
-42.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.2% | -2.0% | +1.8% |
| 7D | +13.6% | -22.0% | +35.6% | +15.6% |
| 30D | +2.5% | -43.0% | +45.6% | +7.0% |
| 3M | +4.4% | -39.1% | +43.5% | +8.1% |
| 6M | -5.2% | -33.3% | +28.0% | -3.0% |
| YTD | +2.1% | +77.0% | -74.8% | -10.0% |
| 1Y | +24.7% | +73.0% | -48.3% | +11.1% |
| All | +24.7% | +67.0% | -42.3% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling