+214.2%
GDX vs GE
+233.9%
-19.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.4% |
| 7D | -0.4% | -1.6% | +1.2% | -0.1% |
| 30D | +18.6% | -11.6% | +30.2% | +21.0% |
| 3M | +14.9% | +3.0% | +11.9% | +14.1% |
| 6M | -6.3% | -0.5% | -5.7% | -6.4% |
| YTD | +15.7% | +9.7% | +6.0% | +13.5% |
| 1Y | +54.8% | +20.0% | +34.8% | +49.5% |
| 3Y | +253.4% | +275.8% | -22.4% | +180.3% |
| 5Y | +219.7% | +429.1% | -209.4% | +136.7% |
| 10Y | +300.2% | +151.2% | +149.0% | +242.3% |
| All | +214.2% | +233.9% | -19.7% | +123.1% |
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