+228.9%
GDX vs SWKS
-53.5%
+282.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.7% | -2.8% |
| 7D | -0.4% | +12.5% | -12.9% | -2.5% |
| 30D | +18.6% | +10.5% | +8.1% | +16.5% |
| 3M | +14.9% | -7.4% | +22.3% | +16.0% |
| 6M | -6.3% | +32.7% | -38.9% | -11.5% |
| YTD | +15.7% | +19.2% | -3.4% | +11.0% |
| 1Y | +54.8% | +2.4% | +52.5% | +52.3% |
| 3Y | +253.4% | -25.6% | +279.1% | +257.0% |
| All | +228.9% | -53.5% | +282.4% | +194.8% |
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 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