+167.7%
GDX vs SWK
+320.6%
-152.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +13.1% | -4.1% | +5.9% |
| 7D | +0.8% | +17.9% | -17.1% | -3.1% |
| 30D | -3.2% | +31.9% | -35.2% | -9.4% |
| 3M | +8.6% | +16.6% | -8.0% | +4.7% |
| 6M | -1.2% | +61.1% | -62.4% | -11.7% |
| YTD | -1.4% | +64.2% | -65.6% | -12.5% |
| 1Y | +24.8% | +85.2% | -60.4% | +7.7% |
| 3Y | +197.3% | +50.2% | +147.1% | +160.3% |
| 5Y | +185.5% | -22.8% | +208.4% | +183.8% |
| 10Y | +272.1% | +35.8% | +236.3% | +183.5% |
| All | +167.7% | +320.6% | -152.9% | +16.1% |
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