+214.2%
GDX vs SLV
+382.5%
-168.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.1% |
| 7D | -0.4% | -0.3% | -0.1% | 0.0% |
| 30D | +18.6% | +6.7% | +11.9% | +12.5% |
| 3M | +14.9% | -10.7% | +25.6% | +27.4% |
| 6M | -6.3% | -20.6% | +14.3% | +14.4% |
| YTD | +15.7% | -7.1% | +22.9% | +11.2% |
| 1Y | +54.8% | +62.0% | -7.1% | -11.8% |
| 3Y | +253.4% | +169.8% | +83.6% | +24.4% |
| 5Y | +219.7% | +161.5% | +58.2% | +16.5% |
| 10Y | +300.2% | +224.4% | +75.8% | +16.0% |
| All | +214.2% | +382.5% | -168.3% | -46.1% |
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