+310.1%
GDX vs SO
+184.0%
+126.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.1% | +4.0% |
| 7D | +15.6% | -1.1% | +16.7% | +15.9% |
| 30D | +2.4% | +8.6% | -6.1% | -0.3% |
| 3M | +1.7% | +1.8% | 0.0% | +1.0% |
| 6M | -3.3% | +3.6% | -6.9% | -4.8% |
| YTD | +6.6% | +9.9% | -3.3% | +2.9% |
| 1Y | +27.0% | +5.7% | +21.3% | +24.0% |
| 3Y | +243.4% | +52.5% | +190.9% | +198.4% |
| 5Y | +194.2% | +77.3% | +116.9% | +146.6% |
| 10Y | +310.1% | +186.8% | +123.4% | +197.7% |
| All | +310.1% | +184.0% | +126.2% | +197.7% |
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