+263.6%
GDX vs SM
-6.8%
+270.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -2.2% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | +18.6% | +26.3% | -7.7% | +18.6% |
| 3M | +14.9% | +8.7% | +6.2% | +15.1% |
| 6M | -6.3% | +51.7% | -57.9% | -8.6% |
| YTD | +15.7% | +99.0% | -83.3% | +9.6% |
| 1Y | +54.8% | +34.6% | +20.3% | +51.5% |
| All | +263.6% | -6.8% | +270.4% | +248.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling