+293.9%
GDX vs SITM
+4,608.4%
-4,314.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.5% | -8.7% | -2.8% |
| 7D | -0.4% | +9.7% | -10.1% | -1.3% |
| 30D | +18.6% | +12.7% | +5.9% | +16.7% |
| 3M | +14.9% | -13.4% | +28.3% | +15.3% |
| 6M | -6.3% | +59.6% | -65.9% | -11.7% |
| YTD | +15.7% | +73.3% | -57.6% | +7.6% |
| 1Y | +54.8% | +165.5% | -110.7% | +37.5% |
| 3Y | +253.4% | +368.7% | -115.3% | +184.0% |
| 5Y | +219.7% | +172.5% | +47.2% | +152.0% |
| All | +293.9% | +4,608.4% | -4,314.5% | +150.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling