+54.8%
GDX vs SMTC
+154.8%
-99.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +9.2% | -11.4% | -4.1% |
| 7D | -0.4% | +12.7% | -13.1% | -3.0% |
| 30D | +18.6% | +22.0% | -3.3% | +12.4% |
| 3M | +14.9% | -12.7% | +27.6% | +16.5% |
| 6M | -6.3% | +64.8% | -71.0% | -21.1% |
| YTD | +15.7% | +100.7% | -85.0% | -7.1% |
| 1Y | +54.8% | +146.9% | -92.0% | +19.9% |
| All | +54.8% | +154.8% | -99.9% | +19.9% |
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