+226.4%
GDX vs SMR
+152.7%
+73.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | +0.7% | +1.9% | -1.2% | +0.3% |
| 30D | -3.8% | -21.9% | +18.2% | -1.7% |
| 3M | -5.4% | -47.1% | +41.7% | -0.2% |
| 6M | -12.7% | -60.6% | +48.0% | -6.0% |
| YTD | -0.7% | -63.1% | +62.4% | +6.7% |
| 1Y | +11.9% | -80.4% | +92.3% | +24.9% |
| All | +226.4% | +152.7% | +73.8% | +167.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling