+319.2%
GDX vs A
+312.5%
+6.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.3% | -4.2% | -5.2% |
| 7D | +11.5% | +1.4% | +10.1% | +11.2% |
| 30D | -3.1% | +4.3% | -7.4% | -4.0% |
| 3M | -4.4% | +19.8% | -24.2% | -8.1% |
| 6M | -8.6% | +54.4% | -62.9% | -16.8% |
| YTD | +0.8% | +31.7% | -30.9% | -5.5% |
| 1Y | +14.7% | +22.4% | -7.8% | +9.1% |
| 3Y | +228.8% | +67.7% | +161.1% | +189.6% |
| 5Y | +173.4% | +15.7% | +157.6% | +154.6% |
| 10Y | +319.2% | +308.7% | +10.5% | +247.0% |
| All | +319.2% | +312.5% | +6.8% | +247.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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