+214.2%
GDX vs SIMO
+2,395.4%
-2,181.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.7% | -10.9% | -3.2% |
| 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% | +15.2% |
| 6M | -6.3% | +110.3% | -116.6% | -16.2% |
| YTD | +15.7% | +178.6% | -162.8% | -0.2% |
| 1Y | +54.8% | +220.0% | -165.2% | +31.1% |
| 3Y | +253.4% | +409.0% | -155.6% | +180.0% |
| 5Y | +219.7% | +277.3% | -57.7% | +155.5% |
| 10Y | +300.2% | +506.6% | -206.4% | +190.1% |
| All | +214.2% | +2,395.4% | -2,181.2% | +24.2% |
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