+169.7%
GDX vs GE
+240.0%
-70.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.7% |
| 7D | +0.7% | +4.0% | -3.3% | 0.0% |
| 30D | -3.8% | +11.1% | -14.8% | -5.5% |
| 3M | -5.4% | -6.7% | +1.3% | -4.5% |
| 6M | -12.7% | +14.3% | -27.0% | -14.9% |
| YTD | -0.7% | +11.7% | -12.4% | -2.9% |
| 1Y | +11.9% | +10.9% | +1.0% | +9.4% |
| 3Y | +223.9% | +279.0% | -55.1% | +156.6% |
| 5Y | +163.2% | +427.0% | -263.8% | +95.0% |
| 10Y | +349.2% | +158.6% | +190.6% | +282.0% |
| All | +169.7% | +240.0% | -70.3% | +90.8% |
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