+260.9%
GDX vs SN
+389.7%
-128.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.0% |
| 7D | -0.4% | -9.3% | +8.9% | +1.2% |
| 30D | +18.6% | -4.8% | +23.4% | +19.6% |
| 3M | +14.9% | +40.4% | -25.5% | +8.7% |
| 6M | -6.3% | +50.9% | -57.2% | -12.7% |
| YTD | +15.7% | +54.9% | -39.2% | +7.3% |
| 1Y | +54.8% | +43.0% | +11.8% | +44.1% |
| All | +260.9% | +389.7% | -128.8% | +163.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling