+214.2%
GDX vs SO
+592.6%
-378.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.9% |
| 7D | -0.4% | -0.2% | -0.2% | -0.3% |
| 30D | +18.6% | -4.6% | +23.2% | +20.7% |
| 3M | +14.9% | -3.0% | +17.9% | +15.8% |
| 6M | -6.3% | -8.3% | +2.0% | -3.6% |
| YTD | +15.7% | +3.5% | +12.2% | +13.5% |
| 1Y | +54.8% | -0.9% | +55.8% | +54.3% |
| 3Y | +253.4% | +45.4% | +208.1% | +202.9% |
| 5Y | +219.7% | +59.6% | +160.0% | +163.8% |
| 10Y | +300.2% | +156.6% | +143.6% | +159.3% |
| All | +214.2% | +592.6% | -378.5% | +21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling