+24.7%
GDX vs SWKS
+15.3%
+9.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +2.0% |
| 7D | +13.6% | -6.2% | +19.8% | +14.6% |
| 30D | +2.5% | -1.5% | +4.0% | +2.6% |
| 3M | +4.4% | +23.0% | -18.6% | +0.3% |
| 6M | -5.2% | +27.6% | -32.8% | -8.1% |
| YTD | +2.1% | +32.3% | -30.2% | -0.8% |
| 1Y | +24.7% | +20.1% | +4.6% | +26.4% |
| All | +24.7% | +15.3% | +9.4% | +26.4% |
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