+101.9%
GDX vs ACWI
+330.1%
-228.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.8% | +5.2% | +4.1% |
| 7D | +5.4% | -4.0% | +9.5% | +8.5% |
| 30D | -2.8% | -5.8% | +3.0% | +1.5% |
| 3M | +2.5% | -5.0% | +7.5% | +6.6% |
| 6M | -0.1% | +0.7% | -0.8% | +0.5% |
| YTD | 0.0% | +8.4% | -8.5% | -3.8% |
| 1Y | +22.2% | +10.1% | +12.1% | +16.6% |
| 3Y | +201.4% | +70.8% | +130.6% | +115.0% |
| 5Y | +180.6% | +55.4% | +125.3% | +111.6% |
| 10Y | +277.2% | +223.3% | +53.9% | +66.7% |
| All | +101.9% | +330.1% | -228.2% | -43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling