+211.5%
GDX vs SU
+201.1%
+10.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.2% |
| 7D | +4.0% | -1.0% | +4.9% | +4.3% |
| 30D | +9.5% | +13.7% | -4.2% | +4.4% |
| 3M | +25.1% | +8.0% | +17.1% | +20.6% |
| 6M | -2.9% | +21.0% | -23.9% | -11.1% |
| YTD | +14.7% | +56.2% | -41.5% | -4.3% |
| 1Y | +47.4% | +72.2% | -24.8% | +18.5% |
| 3Y | +259.7% | +118.1% | +141.6% | +159.5% |
| 5Y | +227.7% | +350.3% | -122.7% | +72.7% |
| 10Y | +289.0% | +248.5% | +40.5% | +88.2% |
| All | +211.5% | +201.1% | +10.4% | +22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling