+171.8%
GDX vs COMP
-51.7%
+223.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.7% | -4.2% | -1.8% |
| 7D | +0.7% | +2.2% | -1.5% | +0.4% |
| 30D | -3.8% | +16.3% | -20.1% | -5.4% |
| 3M | -5.4% | -19.1% | +13.7% | -3.7% |
| 6M | -12.7% | +17.1% | -29.8% | -14.5% |
| YTD | -0.7% | -2.9% | +2.3% | -1.9% |
| 1Y | +11.9% | +8.8% | +3.1% | +9.4% |
| 3Y | +223.9% | +423.5% | -199.6% | +164.3% |
| 5Y | +163.2% | -10.5% | +173.7% | +118.4% |
| All | +171.8% | -51.7% | +223.5% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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