+315.3%
GDX vs GEN
+150.6%
+164.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | +1.9% | -2.9% | +4.8% | +2.2% |
| 30D | +9.9% | +2.1% | +7.9% | +9.6% |
| 3M | +28.2% | +19.7% | +8.5% | +25.3% |
| 6M | -2.9% | +33.3% | -36.2% | -6.5% |
| YTD | +16.0% | +11.1% | +4.9% | +13.9% |
| 1Y | +49.9% | +3.0% | +46.9% | +48.4% |
| 3Y | +263.6% | +57.9% | +205.7% | +241.1% |
| 5Y | +233.6% | +20.6% | +213.0% | +217.6% |
| 10Y | +315.3% | +153.2% | +162.1% | +272.6% |
| All | +315.3% | +150.6% | +164.7% | +272.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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