+327.3%
GDX vs C
+216.7%
+110.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.8% | -3.9% |
| 7D | -4.6% | +4.7% | -9.3% | -5.0% |
| 30D | -6.2% | +0.2% | -6.4% | -6.2% |
| 3M | -10.0% | -9.3% | -0.7% | -9.3% |
| 6M | -15.8% | -0.8% | -14.9% | -15.6% |
| YTD | -4.6% | +8.5% | -13.1% | -5.2% |
| 1Y | +4.0% | +23.1% | -19.1% | +2.5% |
| 3Y | +211.1% | +220.8% | -9.7% | +187.3% |
| 5Y | +152.3% | +112.4% | +39.9% | +132.5% |
| All | +327.3% | +216.7% | +110.6% | +346.9% |
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