+289.0%
GDX vs SO
+156.9%
+132.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.2% |
| 7D | +4.0% | +1.0% | +2.9% | +3.6% |
| 30D | +9.5% | -3.2% | +12.7% | +10.6% |
| 3M | +25.1% | -1.7% | +26.8% | +25.4% |
| 6M | -2.9% | -7.2% | +4.3% | -0.9% |
| YTD | +14.7% | +4.6% | +10.2% | +12.5% |
| 1Y | +47.4% | +1.2% | +46.2% | +46.0% |
| 3Y | +259.7% | +45.3% | +214.4% | +216.4% |
| 5Y | +227.7% | +58.7% | +168.9% | +181.4% |
| 10Y | +289.0% | +155.9% | +133.1% | +203.2% |
| All | +289.0% | +156.9% | +132.1% | +203.2% |
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