+177.3%
GDX vs SLV
+278.0%
-100.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.3% |
| 7D | +13.6% | +5.1% | +8.5% | +9.0% |
| 30D | +2.5% | -12.9% | +15.4% | +15.8% |
| 3M | +4.4% | -16.1% | +20.5% | +22.1% |
| 6M | -5.2% | -33.2% | +27.9% | +34.8% |
| YTD | +2.1% | -27.2% | +29.4% | +21.5% |
| 1Y | +24.7% | +7.6% | +17.1% | +1.8% |
| 3Y | +211.3% | +122.3% | +88.9% | +29.6% |
| 5Y | +186.7% | +109.7% | +77.0% | +26.8% |
| 10Y | +285.3% | +168.4% | +116.9% | +30.6% |
| All | +177.3% | +278.0% | -100.8% | -41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling