+310.1%
GDX vs C
+229.8%
+80.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.5% | +2.0% | +4.2% |
| 7D | +15.6% | -0.9% | +16.5% | +15.6% |
| 30D | +2.4% | -5.4% | +7.8% | +3.0% |
| 3M | +1.7% | -9.2% | +10.9% | +2.6% |
| 6M | -3.3% | -1.8% | -1.5% | -3.1% |
| YTD | +6.6% | +6.7% | -0.1% | +6.1% |
| 1Y | +27.0% | +23.5% | +3.5% | +25.2% |
| 3Y | +243.4% | +219.8% | +23.6% | +218.1% |
| 5Y | +194.2% | +112.4% | +81.8% | +172.0% |
| 10Y | +310.1% | +220.1% | +90.1% | +337.0% |
| All | +310.1% | +229.8% | +80.3% | +337.0% |
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