+139.8%
GDX vs SMR
-53.6%
+193.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.1% |
| 7D | -6.8% | -8.3% | +1.5% | -6.0% |
| 30D | -2.1% | -20.1% | +18.0% | -0.2% |
| 3M | -7.5% | -52.7% | +45.2% | -1.2% |
| 6M | -15.2% | -61.0% | +45.9% | -8.2% |
| YTD | -4.8% | -67.1% | +62.3% | +3.6% |
| 1Y | +6.7% | -79.9% | +86.6% | +20.0% |
| 3Y | +212.7% | +101.7% | +111.0% | +150.6% |
| All | +139.8% | -53.6% | +193.4% | +136.1% |
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