+233.6%
GDX vs SITM
+164.5%
+69.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.2% |
| 7D | +1.9% | +3.7% | -1.8% | +1.5% |
| 30D | +9.9% | -14.5% | +24.4% | +11.4% |
| 3M | +28.2% | -10.6% | +38.8% | +28.2% |
| 6M | -2.9% | +65.5% | -68.4% | -8.8% |
| YTD | +16.0% | +67.0% | -51.0% | +8.3% |
| 1Y | +49.9% | +138.6% | -88.7% | +34.5% |
| 3Y | +263.6% | +421.8% | -158.3% | +189.7% |
| 5Y | +233.6% | +172.4% | +61.1% | +154.5% |
| All | +233.6% | +164.5% | +69.1% | +154.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling