+189.1%
GDX vs SMR
+11.2%
+177.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +15.3% | -16.1% | -2.4% |
| 7D | +4.0% | +21.4% | -17.4% | +1.9% |
| 30D | +9.5% | +13.8% | -4.4% | +7.8% |
| 3M | +25.1% | +3.9% | +21.2% | +23.8% |
| 6M | -2.9% | -4.2% | +1.3% | -3.8% |
| YTD | +14.7% | -21.1% | +35.8% | +15.2% |
| 1Y | +47.4% | -67.1% | +114.5% | +56.3% |
| 3Y | +259.7% | +88.9% | +170.8% | +194.1% |
| All | +189.1% | +11.2% | +177.8% | +162.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling