+224.0%
GDX vs SITM
+3,319.5%
-3,095.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | +0.3% |
| 7D | -6.8% | +6.6% | -13.4% | -7.4% |
| 30D | -2.1% | -15.3% | +13.2% | -1.0% |
| 3M | -7.5% | -35.4% | +27.9% | -4.4% |
| 6M | -15.2% | -46.8% | +31.6% | -11.4% |
| YTD | -4.8% | +25.9% | -30.7% | -9.3% |
| 1Y | +6.7% | +54.0% | -47.3% | -0.4% |
| 3Y | +212.7% | +315.6% | -102.8% | +153.6% |
| 5Y | +151.7% | +74.4% | +77.2% | +106.7% |
| All | +224.0% | +3,319.5% | -3,095.5% | +110.8% |
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