+349.2%
GDX vs ES
+92.3%
+256.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.9% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | -3.8% | +6.7% | -10.5% | -5.7% |
| 3M | -5.4% | +0.3% | -5.8% | -5.7% |
| 6M | -12.7% | +7.4% | -20.1% | -14.9% |
| YTD | -0.7% | +8.4% | -9.0% | -3.3% |
| 1Y | +11.9% | +0.6% | +11.2% | +10.8% |
| 3Y | +223.9% | +50.6% | +173.3% | +181.5% |
| 5Y | +163.2% | +4.8% | +158.4% | +152.6% |
| 10Y | +349.2% | +93.1% | +256.1% | +217.9% |
| All | +349.2% | +92.3% | +256.8% | +217.9% |
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