+214.2%
GDX vs SMTC
+833.1%
-618.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +9.2% | -11.4% | -3.6% |
| 7D | -0.4% | +12.7% | -13.1% | -2.2% |
| 30D | +18.6% | +22.0% | -3.4% | +14.4% |
| 3M | +14.9% | -12.7% | +27.6% | +15.5% |
| 6M | -6.3% | +64.8% | -71.0% | -14.9% |
| YTD | +15.7% | +100.7% | -85.0% | +1.9% |
| 1Y | +54.8% | +146.9% | -92.1% | +31.9% |
| 3Y | +253.4% | +456.8% | -203.4% | +142.7% |
| 5Y | +219.7% | +89.2% | +130.4% | +153.0% |
| 10Y | +300.2% | +426.9% | -126.7% | +134.6% |
| All | +214.2% | +833.1% | -618.9% | +31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling