+191.7%
GDX vs COMP
-49.2%
+241.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.7% | -1.3% | +3.8% |
| 7D | +15.6% | +14.5% | +1.0% | +13.9% |
| 30D | +2.4% | +14.9% | -12.5% | +0.8% |
| 3M | +1.7% | -14.2% | +16.0% | +3.0% |
| 6M | -3.3% | +23.7% | -27.0% | -5.9% |
| YTD | +6.6% | +2.1% | +4.6% | +4.7% |
| 1Y | +27.0% | +26.2% | +0.8% | +22.4% |
| 3Y | +243.4% | +470.9% | -227.5% | +177.8% |
| 5Y | +194.2% | -14.0% | +208.2% | +142.0% |
| All | +191.7% | -49.2% | +241.0% | +142.6% |
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