+291.6%
GDX vs GIS
-19.3%
+310.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.0% | -0.4% | -3.0% |
| 7D | -5.4% | -8.4% | +3.0% | -4.2% |
| 30D | +6.6% | -5.2% | +11.8% | +7.2% |
| 3M | +30.1% | +8.2% | +21.9% | +28.1% |
| 6M | -7.1% | -12.0% | +4.9% | -5.6% |
| YTD | +12.0% | -18.9% | +30.8% | +15.0% |
| 1Y | +41.2% | -23.6% | +64.8% | +46.2% |
| 3Y | +251.0% | -37.6% | +288.6% | +272.9% |
| 5Y | +226.7% | -25.2% | +251.9% | +234.4% |
| All | +291.6% | -19.3% | +310.9% | +451.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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