+150.7%
GDX vs GD
+99.6%
+51.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | -6.8% | +2.7% | -9.5% | -7.6% |
| 30D | -2.1% | +8.6% | -10.7% | -5.2% |
| 3M | -7.5% | -7.1% | -0.5% | -5.4% |
| 6M | -15.2% | +7.5% | -22.6% | -17.8% |
| YTD | -4.8% | +9.9% | -14.7% | -8.7% |
| 1Y | +6.7% | +7.6% | -0.8% | +3.1% |
| 3Y | +212.7% | +56.2% | +156.5% | +158.6% |
| All | +150.7% | +99.6% | +51.1% | +97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling