+214.2%
GDX vs SWK
+243.1%
-28.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.4% |
| 7D | -0.4% | -0.4% | +0.1% | -0.3% |
| 30D | +18.6% | -5.7% | +24.3% | +20.3% |
| 3M | +14.9% | +24.1% | -9.2% | +9.2% |
| 6M | -6.3% | +24.7% | -31.0% | -11.0% |
| YTD | +15.7% | +33.9% | -18.2% | +7.9% |
| 1Y | +54.8% | +34.7% | +20.2% | +43.5% |
| 3Y | +253.4% | +15.3% | +238.2% | +229.3% |
| 5Y | +219.7% | -39.3% | +258.9% | +236.3% |
| 10Y | +300.2% | +2.5% | +297.7% | +228.9% |
| All | +214.2% | +243.1% | -28.9% | +43.1% |
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