+185.4%
GDX vs COMP
-17.6%
+203.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.7% | -8.6% | +1.0% |
| 7D | +13.6% | +13.4% | +0.2% | +12.0% |
| 30D | +2.5% | +11.1% | -8.6% | +1.1% |
| 3M | +4.4% | -18.8% | +23.2% | +6.4% |
| 6M | -5.2% | +10.5% | -15.7% | -6.9% |
| YTD | +2.1% | -3.4% | +5.5% | +0.8% |
| 1Y | +24.7% | +19.7% | +5.0% | +20.7% |
| 3Y | +211.3% | +381.6% | -170.3% | +151.4% |
| All | +185.4% | -17.6% | +203.0% | +146.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling