+301.2%
GDX vs SW
+182.7%
+118.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.2% |
| 7D | +13.6% | +2.3% | +11.3% | +13.4% |
| 30D | +2.5% | +6.8% | -4.3% | +1.9% |
| 3M | +4.4% | -5.2% | +9.6% | +4.8% |
| 6M | -5.2% | +7.4% | -12.7% | -5.8% |
| YTD | +2.1% | +17.4% | -15.3% | +0.9% |
| 1Y | +24.7% | +27.1% | -2.4% | +22.6% |
| 3Y | +211.3% | +47.9% | +163.4% | +202.3% |
| 5Y | +186.7% | -2.6% | +189.2% | +178.0% |
| All | +301.2% | +182.7% | +118.5% | +236.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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