+301.2%
GDX vs SWK
+29.6%
+271.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.2% |
| 7D | +13.6% | +11.0% | +2.6% | +11.8% |
| 30D | +2.5% | +30.1% | -27.5% | -1.6% |
| 3M | +4.4% | +14.7% | -10.3% | +2.1% |
| 6M | -5.2% | +44.5% | -49.7% | -10.3% |
| YTD | +2.1% | +59.4% | -57.2% | -4.8% |
| 1Y | +24.7% | +77.5% | -52.8% | +14.7% |
| 3Y | +211.3% | +49.5% | +161.8% | +188.3% |
| 5Y | +186.7% | -24.9% | +211.6% | +179.0% |
| All | +301.2% | +29.6% | +271.6% | +271.4% |
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