+4,800.5%
SNDK vs GDX
+137.1%
+4,663.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +0.9% |
| 7D | +13.6% | +1.9% | +11.7% | +12.2% |
| 30D | +42.5% | +9.9% | +32.6% | +33.8% |
| 3M | +7.1% | +28.2% | -21.1% | -8.3% |
| 6M | +199.7% | -2.9% | +202.6% | +192.5% |
| YTD | +643.2% | +16.0% | +627.2% | +538.3% |
| 1Y | +2,402.0% | +49.9% | +2,352.1% | +1,856.2% |
| All | +4,800.5% | +137.1% | +4,663.4% | +3,203.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling