+191.6%
GDX vs SMR
-3.5%
+195.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -0.4% | +4.4% | -4.8% | -0.8% |
| 30D | +18.6% | +3.4% | +15.2% | +18.1% |
| 3M | +14.9% | -19.2% | +34.1% | +16.6% |
| 6M | -6.3% | -22.6% | +16.4% | -5.1% |
| YTD | +15.7% | -31.5% | +47.3% | +18.0% |
| 1Y | +54.8% | -73.1% | +127.9% | +67.3% |
| 3Y | +253.4% | +55.0% | +198.5% | +196.1% |
| All | +191.6% | -3.5% | +195.0% | +169.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling