+315.3%
GDX vs SM
+16.0%
+299.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.1% |
| 7D | +1.9% | -0.2% | +2.1% | +1.9% |
| 30D | +9.9% | +20.3% | -10.4% | +9.3% |
| 3M | +28.2% | +22.9% | +5.3% | +27.1% |
| 6M | -2.9% | +47.8% | -50.7% | -4.7% |
| YTD | +16.0% | +107.5% | -91.5% | +12.1% |
| 1Y | +49.9% | +51.7% | -1.9% | +46.6% |
| 3Y | +263.6% | -0.9% | +264.4% | +259.0% |
| 5Y | +233.6% | +112.2% | +121.3% | +221.7% |
| 10Y | +315.3% | +20.3% | +295.0% | +300.4% |
| All | +315.3% | +16.0% | +299.4% | +300.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling