+227.7%
GDX vs SMTC
+110.0%
+117.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.0% | -10.8% | -2.1% |
| 7D | +4.0% | +22.9% | -19.0% | +1.2% |
| 30D | +9.5% | +16.6% | -7.2% | +6.9% |
| 3M | +25.1% | +2.4% | +22.7% | +23.1% |
| 6M | -2.9% | +98.3% | -101.2% | -12.0% |
| YTD | +14.7% | +120.7% | -105.9% | +2.8% |
| 1Y | +47.4% | +168.3% | -120.8% | +29.2% |
| 3Y | +259.7% | +571.7% | -312.0% | +164.6% |
| 5Y | +227.7% | +114.0% | +113.7% | +151.5% |
| All | +227.7% | +110.0% | +117.6% | +151.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling