+216.6%
GDX vs COMP
-47.7%
+264.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.3% |
| 7D | -0.4% | +1.4% | -1.8% | -0.5% |
| 30D | +18.6% | -13.3% | +31.9% | +20.2% |
| 3M | +14.9% | +41.1% | -26.2% | +10.8% |
| 6M | -6.3% | +17.2% | -23.4% | -8.6% |
| YTD | +15.7% | +5.2% | +10.5% | +13.6% |
| 1Y | +54.8% | +18.9% | +35.9% | +49.9% |
| 3Y | +253.4% | +215.9% | +37.5% | +200.2% |
| 5Y | +219.7% | -31.2% | +250.9% | +159.0% |
| All | +216.6% | -47.7% | +264.3% | +163.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling