+326.3%
GDX vs SMTC
+333.2%
-7.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.8% | +0.2% |
| 7D | -6.8% | +11.0% | -17.8% | -7.9% |
| 30D | -2.1% | -28.5% | +26.4% | +0.6% |
| 3M | -7.5% | -14.2% | +6.7% | -7.4% |
| 6M | -15.2% | -18.0% | +2.8% | -15.3% |
| YTD | -4.8% | +55.5% | -60.3% | -11.2% |
| 1Y | +6.7% | +69.5% | -62.8% | -1.3% |
| 3Y | +212.7% | +699.7% | -486.9% | +137.9% |
| 5Y | +151.7% | +27.4% | +124.2% | +117.2% |
| All | +326.3% | +333.2% | -7.0% | +221.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling