+24.8%
GDX vs SWKS
+14.2%
+10.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -2.9% | +11.9% | +9.4% |
| 7D | +0.8% | -4.9% | +5.7% | +1.5% |
| 30D | -3.2% | -1.2% | -2.1% | -3.2% |
| 3M | +8.6% | +24.2% | -15.6% | +4.1% |
| 6M | -1.2% | +21.5% | -22.7% | -4.8% |
| YTD | -1.4% | +33.5% | -34.9% | -4.4% |
| 1Y | +24.8% | +18.9% | +5.9% | +27.3% |
| All | +24.8% | +14.2% | +10.6% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 1y: compounded portfolio wealth divided by compounded SWKS 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…
1y analysis · Full analysis span regression · 6 months rolling