+24.8%
GDX vs SITM
+47.5%
-22.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -9.4% | +18.4% | +10.0% |
| 7D | +0.8% | -19.5% | +20.3% | +3.0% |
| 30D | -3.2% | -43.2% | +40.0% | +2.6% |
| 3M | +8.6% | -30.8% | +39.4% | +11.9% |
| 6M | -1.2% | -28.6% | +27.3% | +1.4% |
| YTD | -1.4% | +14.2% | -15.6% | -1.6% |
| 1Y | +24.8% | +44.4% | -19.6% | +23.5% |
| All | +24.8% | +47.5% | -22.7% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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