+169.7%
GDX vs SMTC
+690.0%
-520.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.3% | -11.8% | -3.0% |
| 7D | +0.7% | +12.9% | -12.1% | -1.6% |
| 30D | -3.8% | -25.6% | +21.8% | -0.6% |
| 3M | -5.4% | -4.5% | -0.9% | -6.9% |
| 6M | -12.7% | -8.3% | -4.4% | -14.5% |
| YTD | -0.7% | +69.9% | -70.6% | -11.8% |
| 1Y | +11.9% | +73.9% | -62.0% | -1.1% |
| 3Y | +223.9% | +757.7% | -533.8% | +105.4% |
| 5Y | +163.2% | +38.7% | +124.5% | +115.7% |
| 10Y | +349.2% | +376.1% | -27.0% | +161.6% |
| All | +169.7% | +690.0% | -520.3% | +13.4% |
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 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