+260.9%
GDX vs SIMO
+418.6%
-157.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.7% | -10.9% | -3.1% |
| 7D | -0.4% | +4.2% | -4.6% | -0.9% |
| 30D | +18.6% | +4.1% | +14.5% | +17.6% |
| 3M | +14.9% | -12.9% | +27.8% | +15.1% |
| 6M | -6.3% | +110.3% | -116.6% | -17.1% |
| YTD | +15.7% | +178.6% | -162.8% | -3.2% |
| 1Y | +54.8% | +220.0% | -165.2% | +26.1% |
| All | +260.9% | +418.6% | -157.7% | +159.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling