+327.3%
GDX vs ASX
+985.1%
-657.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.0% | +0.1% | -3.1% |
| 7D | -4.6% | +22.1% | -26.7% | -8.6% |
| 30D | -6.2% | -23.8% | +17.6% | -1.8% |
| 3M | -10.0% | -7.6% | -2.4% | -9.8% |
| 6M | -15.8% | +6.9% | -22.7% | -19.1% |
| YTD | -4.6% | +127.7% | -132.3% | -21.6% |
| 1Y | +4.0% | +144.5% | -140.5% | -15.8% |
| 3Y | +211.1% | +377.8% | -166.7% | +117.2% |
| 5Y | +152.3% | +498.2% | -346.0% | +64.7% |
| All | +327.3% | +985.1% | -657.8% | +114.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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