+233.6%
GDX vs SRE
+48.6%
+185.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | +1.9% | +1.5% | +0.4% | +1.4% |
| 30D | +9.9% | +0.8% | +9.1% | +9.3% |
| 3M | +28.2% | -5.8% | +34.0% | +30.2% |
| 6M | -2.9% | -7.8% | +4.9% | -0.8% |
| YTD | +16.0% | -2.4% | +18.3% | +15.9% |
| 1Y | +49.9% | +8.9% | +41.0% | +44.0% |
| 3Y | +263.6% | +31.1% | +232.5% | +207.2% |
| 5Y | +233.6% | +48.6% | +185.0% | +182.0% |
| All | +233.6% | +48.6% | +185.0% | +182.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling