+150.7%
GDX vs ALL
+161.6%
-10.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -6.8% | +5.0% | -11.8% | -7.0% |
| 30D | -2.1% | +13.3% | -15.4% | -2.6% |
| 3M | -7.5% | +3.2% | -10.7% | -7.6% |
| 6M | -15.2% | +25.3% | -40.5% | -16.8% |
| YTD | -4.8% | +30.5% | -35.3% | -7.3% |
| 1Y | +6.7% | +29.2% | -22.5% | +4.0% |
| 3Y | +212.7% | +119.1% | +93.6% | +181.3% |
| All | +150.7% | +161.6% | -10.9% | +125.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling