+214.2%
GDX vs ALL
+658.8%
-444.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.9% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | +18.6% | -1.5% | +20.1% | +18.8% |
| 3M | +14.9% | +23.6% | -8.7% | +9.3% |
| 6M | -6.3% | +22.3% | -28.6% | -10.8% |
| YTD | +15.7% | +26.5% | -10.8% | +9.0% |
| 1Y | +54.8% | +27.0% | +27.8% | +45.3% |
| 3Y | +253.4% | +149.6% | +103.9% | +182.9% |
| 5Y | +219.7% | +118.1% | +101.6% | +159.6% |
| 10Y | +300.2% | +369.0% | -68.8% | +161.9% |
| All | +214.2% | +658.8% | -444.6% | +33.4% |
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 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