+24.8%
GDX vs SRE
-7.5%
+32.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -2.9% | +11.9% | +9.1% |
| 7D | +0.8% | -2.1% | +2.9% | +0.8% |
| 30D | -3.2% | +6.1% | -9.3% | -4.0% |
| 3M | +8.6% | -3.5% | +12.1% | +8.2% |
| 6M | -1.2% | -10.8% | +9.6% | +0.3% |
| YTD | -1.4% | -4.0% | +2.6% | -2.9% |
| 1Y | +24.8% | -7.7% | +32.4% | +26.5% |
| All | +24.8% | -7.5% | +32.3% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling