+189.5%
GDX vs SM
-6.0%
+195.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.7% | +7.1% | +4.7% |
| 7D | +15.6% | -22.3% | +37.8% | +18.7% |
| 30D | +2.4% | -21.4% | +23.8% | +4.9% |
| 3M | +1.7% | +1.4% | +0.4% | +0.7% |
| 6M | -3.3% | +0.1% | -3.4% | -4.9% |
| YTD | +6.6% | +59.0% | -52.3% | -2.4% |
| 1Y | +27.0% | +64.3% | -37.4% | +15.6% |
| 3Y | +243.4% | -13.1% | +256.5% | +230.4% |
| 5Y | +194.2% | -13.9% | +208.1% | +173.9% |
| 10Y | +310.1% | +1.7% | +308.5% | +179.5% |
| All | +189.5% | -6.0% | +195.4% | +9.9% |
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