+281.6%
GDX vs SWK
+2.4%
+279.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.3% |
| 7D | -0.4% | -0.4% | +0.1% | -0.3% |
| 30D | +18.6% | -5.7% | +24.3% | +19.7% |
| 3M | +14.9% | +24.1% | -9.2% | +11.3% |
| 6M | -6.3% | +24.7% | -31.0% | -9.3% |
| YTD | +15.7% | +33.9% | -18.2% | +10.8% |
| 1Y | +54.8% | +34.7% | +20.2% | +47.9% |
| 3Y | +253.4% | +15.3% | +238.2% | +239.6% |
| 5Y | +219.7% | -39.3% | +258.9% | +221.3% |
| All | +281.6% | +2.4% | +279.2% | +242.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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