+194.2%
GDX vs SWK
-23.3%
+217.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.8% | +1.6% | +3.8% |
| 7D | +15.6% | +10.7% | +4.9% | +13.3% |
| 30D | +2.4% | +33.3% | -30.9% | -3.1% |
| 3M | +1.7% | +14.7% | -12.9% | -1.0% |
| 6M | -3.3% | +48.5% | -51.8% | -10.1% |
| YTD | +6.6% | +63.9% | -57.3% | -2.6% |
| 1Y | +27.0% | +80.4% | -53.4% | +14.5% |
| 3Y | +243.4% | +58.1% | +185.3% | +211.1% |
| 5Y | +194.2% | -24.5% | +218.7% | +151.2% |
| All | +194.2% | -23.3% | +217.5% | +151.2% |
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 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