+133.7%
GDX vs ACWI
+356.8%
-223.1%
-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 | -0.4% | +0.5% | -0.9% | -0.7% |
| 30D | +18.6% | +0.9% | +17.8% | +18.0% |
| 3M | +14.9% | +2.4% | +12.5% | +13.6% |
| 6M | -6.3% | +12.4% | -18.6% | -12.5% |
| YTD | +15.7% | +15.2% | +0.6% | +6.6% |
| 1Y | +54.8% | +22.7% | +32.1% | +37.0% |
| 3Y | +253.4% | +75.8% | +177.7% | +146.1% |
| 5Y | +219.7% | +67.7% | +151.9% | +128.1% |
| 10Y | +300.2% | +229.0% | +71.2% | +74.9% |
| All | +133.7% | +356.8% | -223.1% | -37.5% |
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