+24.8%
GDX vs SMTC
+70.8%
-46.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -12.9% | +21.9% | +11.3% |
| 7D | +0.8% | -24.5% | +25.3% | +5.8% |
| 30D | -3.2% | -42.5% | +39.2% | +6.8% |
| 3M | +8.6% | -14.1% | +22.7% | +8.4% |
| 6M | -1.2% | +3.6% | -4.8% | -9.1% |
| YTD | -1.4% | +50.6% | -52.0% | -19.2% |
| 1Y | +24.8% | +72.2% | -47.5% | -5.2% |
| All | +24.8% | +70.8% | -46.1% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 1y: compounded portfolio wealth divided by compounded SMTC 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…
1y analysis · Full analysis span regression · 6 months rolling