+212.7%
GDX vs SO
+52.7%
+160.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.5% | -0.6% |
| 7D | -6.8% | +1.4% | -8.2% | -7.2% |
| 30D | -2.1% | +4.7% | -6.8% | -3.8% |
| 3M | -7.5% | +1.7% | -9.2% | -8.3% |
| 6M | -15.2% | +2.2% | -17.3% | -16.4% |
| YTD | -4.8% | +10.0% | -14.8% | -9.5% |
| 1Y | +6.7% | +6.0% | +0.7% | +3.3% |
| 3Y | +212.7% | +54.1% | +158.6% | +117.2% |
| All | +212.7% | +52.7% | +160.0% | +117.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling