+326.3%
GDX vs GE
+150.1%
+176.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -6.8% | +2.7% | -9.5% | -7.0% |
| 30D | -2.1% | +8.1% | -10.2% | -2.8% |
| 3M | -7.5% | -7.9% | +0.3% | -6.9% |
| 6M | -15.2% | +12.9% | -28.1% | -16.2% |
| YTD | -4.8% | +8.2% | -13.0% | -5.7% |
| 1Y | +6.7% | +9.7% | -2.9% | +5.6% |
| 3Y | +212.7% | +266.1% | -53.4% | +188.6% |
| 5Y | +151.7% | +407.4% | -255.7% | +125.5% |
| All | +326.3% | +150.1% | +176.2% | +269.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 GE 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