+296.0%
GDX vs SU
+267.2%
+28.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.3% | +1.1% |
| 7D | -2.2% | +2.2% | -4.4% | -2.5% |
| 30D | +6.8% | +8.4% | -1.7% | +5.3% |
| 3M | +24.9% | +12.1% | +12.8% | +22.2% |
| 6M | -4.2% | +19.7% | -23.9% | -7.9% |
| YTD | +13.2% | +58.4% | -45.2% | +3.7% |
| 1Y | +40.2% | +67.2% | -27.0% | +27.1% |
| 3Y | +249.6% | +125.0% | +124.6% | +199.3% |
| 5Y | +230.4% | +355.1% | -124.7% | +158.6% |
| All | +296.0% | +267.2% | +28.8% | +173.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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