+106.2%
GDX vs ACWI
+330.0%
-223.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +13.6% | -2.4% | +16.0% | +15.5% |
| 30D | +2.5% | -5.2% | +7.7% | +6.5% |
| 3M | +4.4% | -4.8% | +9.2% | +8.4% |
| 6M | -5.2% | -1.3% | -3.9% | -3.4% |
| YTD | +2.1% | +8.4% | -6.3% | -1.6% |
| 1Y | +24.7% | +11.0% | +13.7% | +18.4% |
| 3Y | +211.3% | +70.6% | +140.7% | +122.2% |
| 5Y | +186.7% | +55.3% | +131.4% | +116.2% |
| 10Y | +285.3% | +223.2% | +62.1% | +70.3% |
| All | +106.2% | +330.0% | -223.7% | -42.3% |
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