+285.3%
GDX vs SITM
+4,789.7%
-4,504.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.4% | +0.6% |
| 7D | -2.2% | +3.9% | -6.0% | -2.6% |
| 30D | +6.8% | -6.6% | +13.3% | +7.2% |
| 3M | +24.9% | -11.9% | +36.8% | +25.1% |
| 6M | -4.2% | +81.1% | -85.3% | -10.8% |
| YTD | +13.2% | +80.0% | -66.8% | +4.9% |
| 1Y | +40.2% | +145.8% | -105.6% | +25.3% |
| 3Y | +249.6% | +475.9% | -226.3% | +175.9% |
| 5Y | +230.4% | +189.2% | +41.2% | +158.9% |
| All | +285.3% | +4,789.7% | -4,504.3% | +143.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling