+177.3%
GDX vs ALL
+644.9%
-467.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.5% | +6.6% | +3.0% |
| 7D | +13.6% | -1.9% | +15.6% | +14.1% |
| 30D | +2.5% | +13.8% | -11.3% | -0.2% |
| 3M | +4.4% | -7.0% | +11.4% | +5.5% |
| 6M | -5.2% | +18.0% | -23.3% | -9.2% |
| YTD | +2.1% | +24.2% | -22.1% | -3.7% |
| 1Y | +24.7% | +31.2% | -6.5% | +16.2% |
| 3Y | +211.3% | +107.5% | +103.7% | +159.2% |
| 5Y | +186.7% | +144.8% | +41.9% | +126.4% |
| 10Y | +285.3% | +375.8% | -90.4% | +150.2% |
| All | +177.3% | +644.9% | -467.6% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling