+301.2%
GDX vs SWKS
+33.1%
+268.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +2.0% |
| 7D | +13.6% | -6.2% | +19.8% | +14.7% |
| 30D | +2.5% | -1.5% | +4.0% | +2.6% |
| 3M | +4.4% | +23.0% | -18.6% | +0.4% |
| 6M | -5.2% | +27.6% | -32.8% | -9.7% |
| YTD | +2.1% | +32.3% | -30.2% | -3.9% |
| 1Y | +24.7% | +20.1% | +4.6% | +19.1% |
| 3Y | +211.3% | +0.6% | +210.6% | +197.3% |
| 5Y | +186.7% | -42.3% | +229.0% | +189.5% |
| All | +301.2% | +33.1% | +268.1% | +247.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling