+310.1%
GDX vs ACWI
+226.8%
+83.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.6% | +1.8% | +2.7% |
| 7D | +15.6% | +0.3% | +15.2% | +15.3% |
| 30D | +2.4% | -2.8% | +5.3% | +4.5% |
| 3M | +1.7% | -3.2% | +4.9% | +4.3% |
| 6M | -3.3% | +1.3% | -4.6% | -3.2% |
| YTD | +6.6% | +11.2% | -4.6% | +1.5% |
| 1Y | +27.0% | +13.8% | +13.2% | +19.5% |
| 3Y | +243.4% | +76.2% | +167.2% | +155.1% |
| 5Y | +194.2% | +59.5% | +134.7% | +124.8% |
| 10Y | +310.1% | +222.2% | +87.9% | +84.7% |
| All | +310.1% | +226.8% | +83.3% | +84.7% |
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