+171.4%
GDX vs GD
+771.0%
-599.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.3% | +3.7% | +2.1% |
| 7D | +5.4% | -3.9% | +9.3% | +6.6% |
| 30D | -2.8% | +8.1% | -10.9% | -5.3% |
| 3M | +2.5% | -6.8% | +9.2% | +4.3% |
| 6M | -0.1% | +3.0% | -3.1% | -1.4% |
| YTD | 0.0% | +7.8% | -7.8% | -2.9% |
| 1Y | +22.2% | +5.8% | +16.4% | +19.4% |
| 3Y | +201.4% | +55.3% | +146.1% | +160.3% |
| 5Y | +180.6% | +96.7% | +83.9% | +124.7% |
| 10Y | +277.2% | +195.4% | +81.8% | +149.4% |
| All | +171.4% | +771.0% | -599.6% | 0.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling