+8.3%
GDX vs SWKS
+30.0%
-21.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.0% | -7.4% | -2.3% |
| 7D | +0.7% | +5.7% | -5.0% | -0.1% |
| 30D | -3.8% | +17.3% | -21.1% | -6.2% |
| 3M | -5.4% | +28.3% | -33.7% | -9.8% |
| 6M | -12.7% | +26.1% | -38.7% | -15.9% |
| YTD | -0.7% | +41.1% | -41.7% | -4.8% |
| All | +8.3% | +30.0% | -21.7% | +7.8% |
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