+272.1%
GDX vs SW
+189.7%
+82.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.1% | +4.9% | +8.7% |
| 7D | +0.8% | +12.1% | -11.3% | -0.2% |
| 30D | -3.2% | +6.6% | -9.8% | -3.8% |
| 3M | +8.6% | -6.0% | +14.6% | +9.1% |
| 6M | -1.2% | +21.5% | -22.7% | -2.7% |
| YTD | -1.4% | +20.3% | -21.7% | -2.8% |
| 1Y | +24.8% | +28.1% | -3.4% | +22.5% |
| 3Y | +197.3% | +51.6% | +145.7% | +188.2% |
| 5Y | +185.5% | -0.1% | +185.7% | +176.4% |
| 10Y | +272.1% | +189.7% | +82.3% | +205.0% |
| All | +272.1% | +189.7% | +82.3% | +205.0% |
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