+194.2%
GDX vs SWKS
-43.2%
+237.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.6% | +4.3% |
| 7D | +15.6% | -2.7% | +18.3% | +16.0% |
| 30D | +2.4% | +8.5% | -6.0% | +0.9% |
| 3M | +1.7% | +17.3% | -15.5% | -1.7% |
| 6M | -3.3% | +25.1% | -28.4% | -7.9% |
| YTD | +6.6% | +33.3% | -26.7% | -0.4% |
| 1Y | +27.0% | +22.9% | +4.1% | +20.4% |
| 3Y | +243.4% | +5.5% | +237.8% | +221.9% |
| 5Y | +194.2% | -41.9% | +236.1% | +162.9% |
| All | +194.2% | -43.2% | +237.4% | +162.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling