+160.4%
GDX vs SW
+755.0%
-594.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.3% |
| 7D | -0.4% | -5.1% | +4.7% | -0.1% |
| 30D | +18.6% | -4.6% | +23.2% | +18.9% |
| 3M | +14.9% | +9.4% | +5.5% | +14.3% |
| 6M | -6.3% | +3.5% | -9.8% | -6.5% |
| YTD | +15.7% | +22.0% | -6.3% | +14.6% |
| 1Y | +54.8% | +2.2% | +52.6% | +54.2% |
| 3Y | +253.4% | +19.6% | +233.8% | +248.4% |
| 5Y | +219.7% | -2.3% | +222.0% | +213.8% |
| 10Y | +300.2% | +181.4% | +118.9% | +280.0% |
| All | +160.4% | +755.0% | -594.6% | +142.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling