+201.6%
GDX vs SN
+681.9%
-480.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.9% | +1.5% | +4.0% |
| 7D | +15.6% | +7.6% | +7.9% | +14.4% |
| 30D | +2.4% | +24.1% | -21.6% | -0.7% |
| 3M | +1.7% | +23.7% | -22.0% | -1.5% |
| 6M | -3.3% | +105.5% | -108.8% | -13.0% |
| YTD | +6.6% | +105.1% | -98.5% | -4.4% |
| 1Y | +27.0% | +148.3% | -121.3% | +11.6% |
| 3Y | +243.4% | +438.7% | -195.3% | +166.4% |
| All | +201.6% | +681.9% | -480.3% | +132.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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