+171.4%
GDX vs SWK
+309.8%
-138.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +2.0% |
| 7D | +5.4% | +11.3% | -5.8% | +2.8% |
| 30D | -2.8% | +28.1% | -30.9% | -8.4% |
| 3M | +2.5% | +12.6% | -10.1% | -0.4% |
| 6M | -0.1% | +51.7% | -51.8% | -9.4% |
| YTD | 0.0% | +60.0% | -60.0% | -10.7% |
| 1Y | +22.2% | +72.7% | -50.5% | +7.2% |
| 3Y | +201.4% | +46.3% | +155.1% | +165.5% |
| 5Y | +180.6% | -24.6% | +205.2% | +180.5% |
| 10Y | +277.2% | +32.2% | +244.9% | +189.2% |
| All | +171.4% | +309.8% | -138.3% | +18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling