+159.0%
GDX vs SYY
+355.3%
-196.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.0% | -3.8% |
| 7D | -4.6% | +1.3% | -5.9% | -4.7% |
| 30D | -6.2% | -3.5% | -2.7% | -5.7% |
| 3M | -10.0% | -9.3% | -0.7% | -8.6% |
| 6M | -15.8% | +5.9% | -21.7% | -16.8% |
| YTD | -4.6% | +6.5% | -11.0% | -6.1% |
| 1Y | +4.0% | +4.0% | 0.0% | +2.8% |
| 3Y | +211.1% | +23.0% | +188.1% | +196.9% |
| 5Y | +152.3% | +14.3% | +137.9% | +142.3% |
| 10Y | +331.4% | +85.8% | +245.6% | +251.7% |
| All | +159.0% | +355.3% | -196.3% | +51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling