+6.7%
GDX vs SWKS
+33.8%
-27.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -6.8% | +9.4% | -16.2% | -8.0% |
| 30D | -2.1% | +17.0% | -19.1% | -4.5% |
| 3M | -7.5% | +28.9% | -36.4% | -11.6% |
| 6M | -15.2% | +33.1% | -48.3% | -18.6% |
| YTD | -4.8% | +44.8% | -49.6% | -8.9% |
| 1Y | +6.7% | +36.2% | -29.5% | +4.9% |
| All | +6.7% | +33.8% | -27.1% | +4.9% |
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