+188.9%
GDX vs SN
+659.6%
-470.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.5% | +1.8% |
| 7D | +13.6% | +7.2% | +6.4% | +12.5% |
| 30D | +2.5% | +20.4% | -17.9% | -0.2% |
| 3M | +4.4% | +23.9% | -19.5% | +1.0% |
| 6M | -5.2% | +93.0% | -98.3% | -14.0% |
| YTD | +2.1% | +99.2% | -97.1% | -8.1% |
| 1Y | +24.7% | +142.6% | -117.9% | +10.0% |
| 3Y | +211.3% | +398.8% | -187.5% | +143.1% |
| All | +188.9% | +659.6% | -470.7% | +123.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling