+207.3%
GDX vs SNY
+112.1%
+95.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -2.2% | -3.3% | +1.1% | -1.1% |
| 30D | +6.8% | -2.2% | +8.9% | +7.5% |
| 3M | +24.9% | -3.0% | +28.0% | +26.0% |
| 6M | -4.2% | +2.7% | -6.9% | -5.3% |
| YTD | +13.2% | -6.8% | +20.1% | +15.4% |
| 1Y | +40.2% | -5.3% | +45.5% | +41.7% |
| 3Y | +249.6% | -9.8% | +259.4% | +249.0% |
| 5Y | +230.4% | +9.7% | +220.7% | +203.6% |
| 10Y | +305.4% | +64.5% | +240.9% | +212.5% |
| All | +207.3% | +112.1% | +95.3% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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