+315.3%
GDX vs GE
+146.2%
+169.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.9% | +1.3% |
| 7D | +1.9% | -1.2% | +3.1% | +2.0% |
| 30D | +9.9% | -11.3% | +21.2% | +11.0% |
| 3M | +28.2% | -1.4% | +29.6% | +28.2% |
| 6M | -2.9% | +1.2% | -4.1% | -3.2% |
| YTD | +16.0% | +5.9% | +10.0% | +15.2% |
| 1Y | +49.9% | +18.4% | +31.5% | +47.7% |
| 3Y | +263.6% | +271.0% | -7.4% | +236.7% |
| 5Y | +233.6% | +417.9% | -184.4% | +200.8% |
| 10Y | +315.3% | +152.0% | +163.4% | +264.3% |
| All | +315.3% | +146.2% | +169.2% | +264.3% |
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