+349.2%
GDX vs GD
+174.7%
+174.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | +0.7% | +0.6% | +0.1% | +0.6% |
| 30D | -3.8% | +9.5% | -13.2% | -5.7% |
| 3M | -5.4% | -5.8% | +0.4% | -4.5% |
| 6M | -12.7% | +7.7% | -20.4% | -14.3% |
| YTD | -0.7% | +11.1% | -11.7% | -3.1% |
| 1Y | +11.9% | +6.1% | +5.8% | +10.1% |
| 3Y | +223.9% | +59.8% | +164.1% | +194.2% |
| 5Y | +163.2% | +104.6% | +58.6% | +131.7% |
| 10Y | +349.2% | +170.6% | +178.6% | +286.1% |
| All | +349.2% | +174.7% | +174.4% | +286.1% |
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