+1,770.3%
SMCI vs GDX
+312.6%
+1,457.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.1% | +6.2% | +7.0% |
| 7D | +1.3% | -2.2% | +3.5% | +1.9% |
| 30D | +6.6% | +6.8% | -0.1% | +4.7% |
| 3M | +25.4% | +24.9% | +0.5% | +18.1% |
| 6M | +26.1% | -4.2% | +30.3% | +27.0% |
| YTD | +37.0% | +13.2% | +23.8% | +33.6% |
| 1Y | -8.8% | +40.2% | -49.0% | -14.5% |
| 3Y | +44.6% | +249.6% | -205.0% | +15.0% |
| 5Y | +995.9% | +230.4% | +765.5% | +763.2% |
| All | +1,770.3% | +312.6% | +1,457.7% | +1,388.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GDX.
Daily Out/Under-Performance
Portfolio return minus GDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDX 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 10y: compounded portfolio wealth divided by compounded GDX 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…
10y analysis · Full analysis span regression · 6 months rolling