+274.6%
GDX vs GGLL
+194.0%
+80.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.4% |
| 7D | +11.5% | +5.1% | +6.4% | +10.7% |
| 30D | -3.1% | -35.5% | +32.4% | +2.3% |
| 3M | -4.4% | -39.2% | +34.7% | +1.5% |
| 6M | -8.6% | -54.4% | +45.8% | +0.3% |
| YTD | +0.8% | -29.8% | +30.7% | +3.1% |
| 1Y | +14.7% | -20.4% | +35.1% | +15.0% |
| 3Y | +228.8% | +149.7% | +79.0% | +170.7% |
| All | +274.6% | +194.0% | +80.6% | +194.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling