+214.2%
GDX vs SYY
+374.7%
-160.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.0% |
| 7D | -0.4% | -2.3% | +1.9% | 0.0% |
| 30D | +18.6% | -4.9% | +23.6% | +19.6% |
| 3M | +14.9% | +8.4% | +6.5% | +13.2% |
| 6M | -6.3% | -7.4% | +1.1% | -5.3% |
| YTD | +15.7% | +11.0% | +4.7% | +13.2% |
| 1Y | +54.8% | -0.2% | +55.1% | +54.1% |
| 3Y | +253.4% | +23.8% | +229.7% | +237.2% |
| 5Y | +219.7% | +18.1% | +201.5% | +205.2% |
| 10Y | +300.2% | +94.6% | +205.6% | +223.7% |
| All | +214.2% | +374.7% | -160.5% | +82.9% |
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