+319.2%
GDX vs ALL
+372.0%
-52.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.9% | -8.3% | -5.7% |
| 7D | +11.5% | -0.1% | +11.6% | +11.5% |
| 30D | -3.1% | +13.8% | -16.9% | -4.3% |
| 3M | -4.4% | -2.8% | -1.7% | -4.3% |
| 6M | -8.6% | +23.7% | -32.2% | -11.0% |
| YTD | +0.8% | +27.3% | -26.4% | -2.5% |
| 1Y | +14.7% | +30.5% | -15.9% | +10.5% |
| 3Y | +228.8% | +113.0% | +115.8% | +194.4% |
| 5Y | +173.4% | +157.6% | +15.8% | +137.4% |
| 10Y | +319.2% | +368.4% | -49.1% | +288.3% |
| All | +319.2% | +372.0% | -52.7% | +288.3% |
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