+355.9%
GDX vs SMTC
+337.3%
+18.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.5% | -2.9% | -5.2% |
| 7D | +11.5% | -10.9% | +22.4% | +12.2% |
| 30D | -3.1% | -39.4% | +36.3% | +1.4% |
| 3M | -4.4% | -13.5% | +9.1% | -4.3% |
| 6M | -8.6% | -6.8% | -1.7% | -9.9% |
| YTD | +0.8% | +54.0% | -53.2% | -5.8% |
| 1Y | +14.7% | +50.8% | -36.1% | +7.2% |
| 3Y | +228.8% | +677.3% | -448.6% | +151.0% |
| 5Y | +173.4% | +28.7% | +144.6% | +136.0% |
| All | +355.9% | +337.3% | +18.6% | +248.5% |
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