+49.9%
GDX vs SMTC
+168.8%
-118.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | +1.9% | +22.5% | -20.6% | -2.6% |
| 30D | +9.9% | +24.9% | -15.0% | +3.9% |
| 3M | +28.2% | +4.1% | +24.1% | +24.5% |
| 6M | -2.9% | +92.6% | -95.5% | -21.2% |
| YTD | +16.0% | +122.5% | -106.5% | -9.0% |
| 1Y | +49.9% | +166.2% | -116.3% | +14.4% |
| All | +49.9% | +168.8% | -118.9% | +14.4% |
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 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