+150.7%
GDX vs SO
+79.0%
+71.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.5% | -0.8% |
| 7D | -6.8% | +1.4% | -8.2% | -7.3% |
| 30D | -2.1% | +4.7% | -6.8% | -4.2% |
| 3M | -7.5% | +1.7% | -9.2% | -8.4% |
| 6M | -15.2% | +2.2% | -17.3% | -16.6% |
| YTD | -4.8% | +10.0% | -14.8% | -10.0% |
| 1Y | +6.7% | +6.0% | +0.7% | +2.8% |
| 3Y | +212.7% | +54.1% | +158.6% | +142.8% |
| All | +150.7% | +79.0% | +71.7% | +87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling