+349.2%
GDX vs SWKS
+43.2%
+306.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.0% | -7.4% | -2.4% |
| 7D | +0.7% | +5.7% | -5.0% | -0.2% |
| 30D | -3.8% | +17.3% | -21.1% | -6.2% |
| 3M | -5.4% | +28.3% | -33.7% | -9.7% |
| 6M | -12.7% | +26.1% | -38.7% | -16.6% |
| YTD | -0.7% | +41.1% | -41.7% | -7.4% |
| 1Y | +11.9% | +31.4% | -19.5% | +5.5% |
| 3Y | +223.9% | +7.3% | +216.6% | +206.4% |
| 5Y | +163.2% | -37.7% | +200.9% | +162.4% |
| 10Y | +349.2% | +46.0% | +303.1% | +294.6% |
| All | +349.2% | +43.2% | +306.0% | +294.6% |
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