+220.5%
GDX vs SYK
+3.4%
+217.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.5% | -3.0% |
| 7D | -5.4% | -12.3% | +7.0% | -2.3% |
| 30D | +6.6% | -22.4% | +29.0% | +13.4% |
| 3M | +30.1% | -12.3% | +42.4% | +33.4% |
| 6M | -7.1% | -24.3% | +17.2% | -0.6% |
| YTD | +12.0% | -22.8% | +34.7% | +18.6% |
| 1Y | +41.2% | -28.8% | +70.0% | +53.2% |
| 3Y | +251.0% | -4.0% | +255.0% | +238.0% |
| All | +220.5% | +3.4% | +217.1% | +175.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling