+185.4%
GDX vs SM
-11.5%
+196.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +2.1% |
| 7D | +13.6% | -25.9% | +39.5% | +15.6% |
| 30D | +2.5% | -15.1% | +17.6% | +3.2% |
| 3M | +4.4% | +4.9% | -0.5% | +3.2% |
| 6M | -5.2% | +6.1% | -11.4% | -7.1% |
| YTD | +2.1% | +63.4% | -61.3% | -6.4% |
| 1Y | +24.7% | +72.5% | -47.8% | +13.3% |
| 3Y | +211.3% | -16.9% | +228.2% | +203.6% |
| All | +185.4% | -11.5% | +196.9% | +174.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling