+319.2%
GDX vs SM
+4.2%
+315.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.9% | -5.5% |
| 7D | +11.5% | -19.5% | +31.0% | +12.0% |
| 30D | -3.1% | -20.2% | +17.1% | -2.6% |
| 3M | -4.4% | -6.5% | +2.1% | -4.5% |
| 6M | -8.6% | +1.6% | -10.1% | -9.0% |
| YTD | +0.8% | +61.2% | -60.4% | -1.8% |
| 1Y | +14.7% | +65.4% | -50.7% | +11.6% |
| 3Y | +228.8% | -13.0% | +241.8% | +225.4% |
| 5Y | +173.4% | -4.3% | +177.6% | +168.9% |
| 10Y | +319.2% | +3.0% | +316.2% | +290.3% |
| All | +319.2% | +4.2% | +315.0% | +290.3% |
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