+310.1%
GDX vs ES
+82.6%
+227.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +4.6% |
| 7D | +15.6% | -0.1% | +15.6% | +15.6% |
| 30D | +2.4% | +5.7% | -3.3% | +0.6% |
| 3M | +1.7% | -2.8% | +4.5% | +2.4% |
| 6M | -3.3% | +7.0% | -10.3% | -5.6% |
| YTD | +6.6% | +6.8% | -0.1% | +4.2% |
| 1Y | +27.0% | -0.5% | +27.4% | +26.2% |
| 3Y | +243.4% | +47.2% | +196.2% | +199.9% |
| 5Y | +194.2% | +2.3% | +191.9% | +184.1% |
| 10Y | +310.1% | +85.6% | +224.5% | +180.4% |
| All | +310.1% | +82.6% | +227.6% | +180.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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