+4.0%
GDX vs SM
+78.0%
-73.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +5.2% | -9.1% | -2.8% |
| 7D | -4.6% | +10.6% | -15.2% | -2.2% |
| 30D | -6.2% | -15.0% | +8.8% | -8.4% |
| 3M | -10.0% | +1.7% | -11.7% | -8.8% |
| 6M | -15.8% | +5.9% | -21.6% | -12.9% |
| YTD | -4.6% | +79.0% | -83.6% | -5.5% |
| 1Y | +4.0% | +84.7% | -80.6% | +2.0% |
| All | +4.0% | +78.0% | -73.9% | +2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling