+155.4%
GDX vs SSNC
+1,037.0%
-881.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.8% | +3.0% | -0.3% |
| 7D | +4.0% | -1.8% | +5.7% | +4.2% |
| 30D | +9.5% | +1.9% | +7.6% | +9.2% |
| 3M | +25.1% | +18.4% | +6.7% | +21.8% |
| 6M | -2.9% | +7.0% | -9.9% | -4.2% |
| YTD | +14.7% | -6.9% | +21.7% | +15.4% |
| 1Y | +47.4% | -8.2% | +55.6% | +48.4% |
| 3Y | +259.7% | +50.5% | +209.2% | +235.3% |
| 5Y | +227.7% | +17.4% | +210.3% | +212.0% |
| 10Y | +289.0% | +164.9% | +124.0% | +233.1% |
| All | +155.4% | +1,037.0% | -881.5% | +71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling