+214.2%
GDX vs SM
+17.8%
+196.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -1.9% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | +18.6% | +26.3% | -7.7% | +15.2% |
| 3M | +14.9% | +8.7% | +6.2% | +13.0% |
| 6M | -6.3% | +51.7% | -57.9% | -12.6% |
| YTD | +15.7% | +99.0% | -83.3% | +3.9% |
| 1Y | +54.8% | +34.6% | +20.3% | +45.6% |
| 3Y | +253.4% | -7.8% | +261.2% | +240.1% |
| 5Y | +219.7% | +104.8% | +114.9% | +166.8% |
| 10Y | +300.2% | +7.2% | +293.0% | +178.9% |
| All | +214.2% | +17.8% | +196.4% | +16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling