+177.3%
GDX vs SO
+625.9%
-448.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.2% | +2.6% |
| 7D | +13.6% | -1.5% | +15.1% | +14.2% |
| 30D | +2.5% | +8.1% | -5.6% | -0.7% |
| 3M | +4.4% | +0.2% | +4.2% | +4.0% |
| 6M | -5.2% | +0.4% | -5.6% | -5.9% |
| YTD | +2.1% | +8.5% | -6.4% | -1.8% |
| 1Y | +24.7% | +4.9% | +19.8% | +21.4% |
| 3Y | +211.3% | +47.9% | +163.4% | +164.4% |
| 5Y | +186.7% | +75.7% | +111.0% | +127.9% |
| 10Y | +285.3% | +178.0% | +107.3% | +140.4% |
| All | +177.3% | +625.9% | -448.6% | +5.4% |
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