+301.2%
GDX vs C
+227.2%
+74.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | +13.6% | -2.4% | +16.0% | +13.9% |
| 30D | +2.5% | -6.0% | +8.5% | +3.1% |
| 3M | +4.4% | -10.5% | +14.9% | +5.4% |
| 6M | -5.2% | -5.7% | +0.5% | -4.7% |
| YTD | +2.1% | +4.1% | -2.0% | +1.9% |
| 1Y | +24.7% | +20.5% | +4.2% | +23.2% |
| 3Y | +211.3% | +208.1% | +3.2% | +188.9% |
| 5Y | +186.7% | +110.4% | +76.3% | +165.6% |
| All | +301.2% | +227.2% | +74.0% | +320.4% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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