+212.7%
GDX vs SSNC
+58.0%
+154.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -6.8% | +2.3% | -9.1% | -7.1% |
| 30D | -2.1% | -3.1% | +1.0% | -1.8% |
| 3M | -7.5% | -2.7% | -4.8% | -7.3% |
| 6M | -15.2% | +23.7% | -38.8% | -18.5% |
| YTD | -4.8% | -8.0% | +3.2% | -2.7% |
| 1Y | +6.7% | -4.7% | +11.4% | +8.1% |
| 3Y | +212.7% | +58.0% | +154.7% | +128.9% |
| All | +212.7% | +58.0% | +154.7% | +128.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling