+180.6%
GDX vs SWK
-25.4%
+206.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +1.9% |
| 7D | +5.4% | +11.3% | -5.8% | +3.3% |
| 30D | -2.8% | +28.1% | -30.9% | -7.3% |
| 3M | +2.5% | +12.6% | -10.1% | 0.0% |
| 6M | -0.1% | +51.7% | -51.8% | -7.3% |
| YTD | 0.0% | +60.0% | -60.0% | -8.2% |
| 1Y | +22.2% | +72.7% | -50.5% | +11.0% |
| 3Y | +201.4% | +46.3% | +155.1% | +176.6% |
| 5Y | +180.6% | -24.6% | +205.2% | +140.5% |
| All | +180.6% | -25.4% | +206.1% | +140.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling