-16.7%
GDX vs SUNB
+1.3%
-18.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.1% | -3.3% |
| 7D | -5.4% | +10.9% | -16.3% | -8.8% |
| 30D | +6.6% | -9.1% | +15.7% | +10.1% |
| 3M | +30.1% | -7.6% | +37.7% | +33.1% |
| 6M | -7.1% | +2.2% | -9.3% | -9.0% |
| All | -16.7% | +1.3% | -18.0% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 5y: compounded portfolio wealth divided by compounded SUNB 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…
5y analysis · Full analysis span regression · 6 months rolling