+921.6%
SMCI vs GDX
+222.1%
+699.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.5% | -0.5% | -2.7% |
| 7D | -1.3% | -5.4% | +4.1% | +0.7% |
| 30D | +18.3% | +6.6% | +11.7% | +15.1% |
| 3M | +27.7% | +30.1% | -2.4% | +15.0% |
| 6M | +17.6% | -7.1% | +24.7% | +18.9% |
| YTD | +27.7% | +12.0% | +15.7% | +23.1% |
| 1Y | -14.9% | +41.2% | -56.1% | -22.6% |
| 3Y | +33.2% | +251.0% | -217.8% | -4.1% |
| 5Y | +921.6% | +226.7% | +694.9% | +643.3% |
| All | +921.6% | +222.1% | +699.5% | +643.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling