+185.2%
GDX vs SMR
-14.3%
+199.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -15.7% | +16.8% | +2.6% |
| 7D | -2.2% | -11.2% | +9.1% | -1.3% |
| 30D | +6.8% | -10.2% | +17.0% | +7.5% |
| 3M | +24.9% | -10.0% | +35.0% | +25.2% |
| 6M | -4.2% | -30.5% | +26.2% | -2.2% |
| YTD | +13.2% | -39.2% | +52.4% | +16.4% |
| 1Y | +40.2% | -75.5% | +115.7% | +52.6% |
| 3Y | +249.6% | +45.4% | +204.2% | +192.7% |
| All | +185.2% | -14.3% | +199.6% | +165.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 10y: compounded portfolio wealth divided by compounded SMR 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…
10y analysis · Full analysis span regression · 6 months rolling