+260.9%
GDX vs ALL
+150.1%
+110.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.2% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | +18.6% | -1.5% | +20.1% | +18.6% |
| 3M | +14.9% | +23.6% | -8.7% | +14.5% |
| 6M | -6.3% | +22.3% | -28.6% | -6.5% |
| YTD | +15.7% | +26.5% | -10.8% | +14.8% |
| 1Y | +54.8% | +27.0% | +27.8% | +53.3% |
| All | +260.9% | +150.1% | +110.8% | +205.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling