+14.7%
GDX vs SIMO
+77.7%
-63.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.7% | -5.3% |
| 7D | +11.5% | -16.0% | +27.5% | +12.8% |
| 30D | -3.1% | -35.8% | +32.6% | +0.2% |
| 3M | -4.4% | -26.5% | +22.1% | -2.4% |
| 6M | -8.6% | -33.0% | +24.4% | -6.6% |
| YTD | +0.8% | +84.3% | -83.5% | -12.0% |
| 1Y | +14.7% | +82.0% | -67.3% | +0.5% |
| All | +14.7% | +77.7% | -63.1% | +0.5% |
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