+177.3%
GDX vs SIMO
+1,485.2%
-1,308.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.2% | -2.0% | +1.7% |
| 7D | +13.6% | -22.0% | +35.6% | +16.3% |
| 30D | +2.5% | -43.0% | +45.6% | +8.4% |
| 3M | +4.4% | -39.1% | +43.5% | +8.9% |
| 6M | -5.2% | -33.3% | +28.0% | -3.1% |
| YTD | +2.1% | +77.0% | -74.8% | -8.2% |
| 1Y | +24.7% | +73.0% | -48.3% | +12.3% |
| 3Y | +211.3% | +215.7% | -4.4% | +157.9% |
| 5Y | +186.7% | +155.6% | +31.0% | +137.3% |
| 10Y | +285.3% | +388.4% | -103.0% | +183.6% |
| All | +177.3% | +1,485.2% | -1,308.0% | +14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling