+319.2%
GDX vs ACWI
+220.7%
+98.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -5.0% | -5.1% |
| 7D | +11.5% | -0.2% | +11.6% | +11.6% |
| 30D | -3.1% | -3.3% | +0.2% | -0.8% |
| 3M | -4.4% | -3.4% | -1.0% | -1.9% |
| 6M | -8.6% | +0.8% | -9.4% | -8.1% |
| YTD | +0.8% | +10.7% | -9.9% | -3.6% |
| 1Y | +14.7% | +11.6% | +3.1% | +9.2% |
| 3Y | +228.8% | +73.4% | +155.4% | +146.7% |
| 5Y | +173.4% | +60.2% | +113.2% | +108.9% |
| 10Y | +319.2% | +221.6% | +97.7% | +97.4% |
| All | +319.2% | +220.7% | +98.5% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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