+319.2%
GDX vs SO
+188.2%
+131.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.5% |
| 7D | +11.5% | -0.1% | +11.6% | +11.5% |
| 30D | -3.1% | +8.7% | -11.8% | -5.7% |
| 3M | -4.4% | +3.4% | -7.8% | -5.5% |
| 6M | -8.6% | +3.7% | -12.3% | -10.0% |
| YTD | +0.8% | +10.0% | -9.2% | -2.7% |
| 1Y | +14.7% | +6.6% | +8.1% | +11.7% |
| 3Y | +228.8% | +52.5% | +176.3% | +186.3% |
| 5Y | +173.4% | +76.1% | +97.3% | +130.2% |
| 10Y | +319.2% | +194.9% | +124.3% | +198.8% |
| All | +319.2% | +188.2% | +131.0% | +198.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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