+315.3%
GDX vs SMTC
+504.7%
-189.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | +1.9% | +22.5% | -20.6% | -0.4% |
| 30D | +9.9% | +24.9% | -15.0% | +6.9% |
| 3M | +28.2% | +4.1% | +24.1% | +26.2% |
| 6M | -2.9% | +92.6% | -95.5% | -10.6% |
| YTD | +16.0% | +122.5% | -106.5% | +5.2% |
| 1Y | +49.9% | +166.2% | -116.3% | +33.5% |
| 3Y | +263.6% | +577.2% | -313.6% | +180.8% |
| 5Y | +233.6% | +119.0% | +114.6% | +176.2% |
| 10Y | +315.3% | +527.9% | -212.6% | +208.1% |
| All | +315.3% | +504.7% | -189.4% | +208.1% |
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