+233.6%
GDX vs SYY
+22.4%
+211.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.6% |
| 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% | -2.9% |
| YTD | +16.0% | +13.1% | +2.9% | +12.7% |
| 1Y | +49.9% | +3.8% | +46.1% | +47.9% |
| 3Y | +263.6% | +26.7% | +236.8% | +240.5% |
| 5Y | +233.6% | +19.4% | +214.1% | +216.1% |
| All | +233.6% | +22.4% | +211.2% | +216.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling