+319.2%
GDX vs SWK
+26.9%
+292.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -5.2% |
| 7D | +11.5% | +11.3% | +0.2% | +9.6% |
| 30D | -3.1% | +31.5% | -34.6% | -7.2% |
| 3M | -4.4% | +14.4% | -18.9% | -6.5% |
| 6M | -8.6% | +46.4% | -55.0% | -13.7% |
| YTD | +0.8% | +61.6% | -60.7% | -6.3% |
| 1Y | +14.7% | +78.7% | -64.1% | +5.2% |
| 3Y | +228.8% | +54.4% | +174.4% | +202.8% |
| 5Y | +173.4% | -25.3% | +198.7% | +166.4% |
| 10Y | +319.2% | +22.4% | +296.8% | +240.2% |
| All | +319.2% | +26.9% | +292.4% | +240.2% |
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