-15.2%
GDX vs GEV
-25.9%
+10.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.6% | +0.1% |
| 7D | -6.8% | +3.7% | -10.6% | -7.5% |
| 30D | -2.1% | -14.7% | +12.6% | +0.7% |
| 3M | -7.5% | -23.4% | +15.9% | -2.2% |
| 6M | -15.2% | -24.3% | +9.2% | -11.2% |
| All | -15.2% | -25.9% | +10.7% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 6mo: compounded portfolio wealth divided by compounded GEV 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…
6mo analysis · Full analysis span regression · 6 months rolling