+177.3%
GDX vs GE
+220.6%
-43.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.7% | -0.5% | +1.7% |
| 7D | +13.6% | +7.1% | +6.5% | +12.3% |
| 30D | +2.5% | +6.5% | -4.0% | +1.4% |
| 3M | +4.4% | -13.6% | +18.0% | +6.9% |
| 6M | -5.2% | +6.0% | -11.2% | -6.4% |
| YTD | +2.1% | +5.4% | -3.2% | +0.8% |
| 1Y | +24.7% | +6.5% | +18.2% | +22.9% |
| 3Y | +211.3% | +268.6% | -57.3% | +148.0% |
| 5Y | +186.7% | +389.0% | -202.4% | +115.2% |
| 10Y | +285.3% | +163.3% | +122.0% | +223.5% |
| All | +177.3% | +220.6% | -43.4% | +98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling