+315.3%
GDX vs ALL
+359.1%
-43.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | +1.9% | -2.2% | +4.1% | +2.1% |
| 30D | +9.9% | -5.6% | +15.5% | +10.5% |
| 3M | +28.2% | +17.2% | +11.0% | +25.6% |
| 6M | -2.9% | +23.2% | -26.1% | -5.6% |
| YTD | +16.0% | +23.6% | -7.6% | +12.5% |
| 1Y | +49.9% | +29.2% | +20.7% | +44.2% |
| 3Y | +263.6% | +153.8% | +109.7% | +216.3% |
| 5Y | +233.6% | +116.1% | +117.5% | +195.4% |
| 10Y | +315.3% | +364.8% | -49.5% | +228.9% |
| All | +315.3% | +359.1% | -43.7% | +228.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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