+54.8%
GDX vs SYK
-21.3%
+76.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.2% |
| 7D | -0.4% | -8.3% | +7.9% | -0.2% |
| 30D | +18.6% | -10.1% | +28.7% | +18.9% |
| 3M | +14.9% | +0.9% | +14.0% | +15.3% |
| 6M | -6.3% | -20.2% | +13.9% | -5.7% |
| YTD | +15.7% | -13.3% | +29.0% | +18.5% |
| 1Y | +54.8% | -22.3% | +77.2% | +60.3% |
| All | +54.8% | -21.3% | +76.1% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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