+301.2%
GDX vs GD
+190.6%
+110.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.3% |
| 7D | +13.6% | -5.0% | +18.6% | +14.7% |
| 30D | +2.5% | +8.9% | -6.4% | +0.6% |
| 3M | +4.4% | -8.0% | +12.4% | +5.9% |
| 6M | -5.2% | +2.9% | -8.1% | -6.1% |
| YTD | +2.1% | +7.1% | -4.9% | +0.4% |
| 1Y | +24.7% | +5.9% | +18.8% | +22.8% |
| 3Y | +211.3% | +53.9% | +157.4% | +185.6% |
| 5Y | +186.7% | +95.4% | +91.3% | +155.5% |
| All | +301.2% | +190.6% | +110.6% | +263.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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