+296.0%
GDX vs SSNC
+173.6%
+122.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.8% |
| 7D | -2.2% | -4.0% | +1.9% | -1.4% |
| 30D | +6.8% | +0.5% | +6.2% | +6.7% |
| 3M | +24.9% | +18.9% | +6.0% | +20.5% |
| 6M | -4.2% | +10.8% | -15.0% | -6.5% |
| YTD | +13.2% | -7.1% | +20.4% | +14.2% |
| 1Y | +40.2% | -9.6% | +49.8% | +42.1% |
| 3Y | +249.6% | +51.1% | +198.5% | +216.4% |
| 5Y | +230.4% | +19.7% | +210.7% | +206.2% |
| All | +296.0% | +173.6% | +122.4% | +191.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 10y: compounded portfolio wealth divided by compounded SSNC 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…
10y analysis · Full analysis span regression · 6 months rolling