+260.9%
GDX vs GD
+68.4%
+192.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.6% |
| 7D | -0.4% | -5.3% | +4.9% | +1.4% |
| 30D | +18.6% | -6.4% | +25.0% | +21.2% |
| 3M | +14.9% | +5.7% | +9.2% | +12.4% |
| 6M | -6.3% | -0.9% | -5.3% | -6.0% |
| YTD | +15.7% | +8.2% | +7.6% | +12.4% |
| 1Y | +54.8% | +13.4% | +41.4% | +47.8% |
| All | +260.9% | +68.4% | +192.5% | +198.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling