+263.6%
GDX vs SLV
+183.8%
+79.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.3% |
| 7D | -0.4% | -0.3% | -0.1% | -0.1% |
| 30D | +18.6% | +6.7% | +11.9% | +13.7% |
| 3M | +14.9% | -10.7% | +25.6% | +24.9% |
| 6M | -6.3% | -20.6% | +14.3% | +10.2% |
| YTD | +15.7% | -7.1% | +22.9% | +9.5% |
| 1Y | +54.8% | +62.0% | -7.1% | -11.3% |
| All | +263.6% | +183.8% | +79.8% | +20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling