+281.6%
GDX vs SWKS
+23.7%
+257.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.7% | -2.8% |
| 7D | -0.4% | +12.5% | -12.9% | -2.3% |
| 30D | +18.6% | +10.5% | +8.1% | +16.7% |
| 3M | +14.9% | -7.4% | +22.3% | +16.0% |
| 6M | -6.3% | +32.7% | -38.9% | -11.1% |
| YTD | +15.7% | +19.2% | -3.4% | +11.4% |
| 1Y | +54.8% | +2.4% | +52.5% | +52.4% |
| 3Y | +253.4% | -25.6% | +279.1% | +255.9% |
| 5Y | +219.7% | -53.4% | +273.1% | +235.0% |
| All | +281.6% | +23.7% | +257.9% | +233.1% |
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