+319.2%
GDX vs GD
+180.8%
+138.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -5.7% |
| 7D | +11.5% | -1.9% | +13.3% | +11.8% |
| 30D | -3.1% | +10.9% | -14.0% | -5.3% |
| 3M | -4.4% | -6.8% | +2.3% | -3.3% |
| 6M | -8.6% | +7.0% | -15.6% | -10.1% |
| YTD | +0.8% | +11.1% | -10.3% | -1.6% |
| 1Y | +14.7% | +7.0% | +7.6% | +12.6% |
| 3Y | +228.8% | +59.9% | +168.8% | +198.9% |
| 5Y | +173.4% | +102.5% | +70.9% | +141.4% |
| 10Y | +319.2% | +174.0% | +145.2% | +276.7% |
| All | +319.2% | +180.8% | +138.4% | +276.7% |
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