+260.9%
GDX vs GGLL
+245.5%
+15.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.9% |
| 7D | -0.4% | -4.8% | +4.4% | +0.2% |
| 30D | +18.6% | -13.7% | +32.3% | +20.6% |
| 3M | +14.9% | -21.9% | +36.7% | +17.6% |
| 6M | -6.3% | +11.7% | -17.9% | -8.7% |
| YTD | +15.7% | +2.3% | +13.5% | +13.4% |
| 1Y | +54.8% | +76.2% | -21.3% | +42.7% |
| All | +260.9% | +245.5% | +15.3% | +206.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 3y: compounded portfolio wealth divided by compounded GGLL 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…
3y analysis · Full analysis span regression · 6 months rolling