+258.1%
GDX vs SYY
+26.6%
+231.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.7% |
| 7D | +1.9% | -0.2% | +2.1% | +1.9% |
| 30D | +9.9% | -2.7% | +12.7% | +10.5% |
| 3M | +28.2% | +5.9% | +22.3% | +26.7% |
| 6M | -2.9% | -2.3% | -0.6% | -3.0% |
| YTD | +16.0% | +13.1% | +2.9% | +13.1% |
| 1Y | +49.9% | +3.8% | +46.1% | +48.3% |
| All | +258.1% | +26.6% | +231.5% | +227.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 3y: compounded portfolio wealth divided by compounded SYY 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…
3y analysis · Full analysis span regression · 6 months rolling