+4.0%
GDX vs SLV
-4.2%
+8.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.3% | -0.7% | -1.8% |
| 7D | -4.6% | -3.9% | -0.7% | -1.9% |
| 30D | -6.2% | -15.6% | +9.5% | +5.1% |
| 3M | -10.0% | -23.6% | +13.6% | +7.7% |
| 6M | -15.8% | -42.6% | +26.8% | +18.7% |
| YTD | -4.6% | -30.0% | +25.4% | +18.1% |
| 1Y | +4.0% | -6.6% | +10.6% | +5.5% |
| All | +4.0% | -4.2% | +8.2% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 1y: compounded portfolio wealth divided by compounded SLV 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…
1y analysis · Full analysis span regression · 6 months rolling