+173.8%
GDX vs C
-60.9%
+234.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.7% | -5.5% |
| 7D | +11.5% | -0.4% | +11.8% | +11.5% |
| 30D | -3.1% | -5.2% | +2.0% | -2.6% |
| 3M | -4.4% | -9.1% | +4.7% | -3.6% |
| 6M | -8.6% | -1.6% | -7.0% | -8.4% |
| YTD | +0.8% | +6.9% | -6.1% | +0.2% |
| 1Y | +14.7% | +23.0% | -8.3% | +12.6% |
| 3Y | +228.8% | +216.1% | +12.6% | +195.9% |
| 5Y | +173.4% | +112.2% | +61.1% | +152.8% |
| 10Y | +319.2% | +208.8% | +110.4% | +264.7% |
| All | +173.8% | -60.9% | +234.7% | +206.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling