+310.1%
GDX vs ALL
+367.3%
-57.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.4% |
| 7D | +15.6% | -3.9% | +19.4% | +15.9% |
| 30D | +2.4% | +10.6% | -8.2% | +1.5% |
| 3M | +1.7% | -4.6% | +6.3% | +2.1% |
| 6M | -3.3% | +20.2% | -23.5% | -5.6% |
| YTD | +6.6% | +23.7% | -17.1% | +3.5% |
| 1Y | +27.0% | +27.9% | -0.9% | +22.6% |
| 3Y | +243.4% | +109.2% | +134.2% | +208.5% |
| 5Y | +194.2% | +148.0% | +46.2% | +157.2% |
| 10Y | +310.1% | +363.8% | -53.6% | +319.4% |
| All | +310.1% | +367.3% | -57.2% | +319.4% |
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