+273.7%
GDX vs SYF
+297.4%
-23.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.1% | -3.4% | -5.3% |
| 7D | +11.5% | -4.2% | +15.7% | +11.8% |
| 30D | -3.1% | -1.1% | -2.1% | -3.0% |
| 3M | -4.4% | -7.9% | +3.5% | -3.9% |
| 6M | -8.6% | -1.1% | -7.5% | -8.5% |
| YTD | +0.8% | -12.6% | +13.4% | +1.5% |
| 1Y | +14.7% | -2.4% | +17.0% | +14.7% |
| 3Y | +228.8% | +156.6% | +72.1% | +209.3% |
| 5Y | +173.4% | +61.9% | +111.5% | +158.8% |
| 10Y | +319.2% | +186.5% | +132.8% | +275.5% |
| All | +273.7% | +297.4% | -23.7% | +234.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 all: compounded portfolio wealth divided by compounded SYF 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…
all analysis · Full analysis span regression · 6 months rolling