+258.1%
GDX vs SITM
+412.8%
-154.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.2% |
| 7D | +1.9% | +3.7% | -1.8% | +1.4% |
| 30D | +9.9% | -14.5% | +24.4% | +11.5% |
| 3M | +28.2% | -10.6% | +38.8% | +28.1% |
| 6M | -2.9% | +65.5% | -68.4% | -9.5% |
| YTD | +16.0% | +67.0% | -51.0% | +7.4% |
| 1Y | +49.9% | +138.6% | -88.7% | +32.6% |
| All | +258.1% | +412.8% | -154.7% | +163.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling