+150.7%
GDX vs GIS
-33.3%
+184.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.4% |
| 7D | -6.8% | -3.4% | -3.5% | -6.6% |
| 30D | -2.1% | +6.9% | -9.0% | -2.6% |
| 3M | -7.5% | -10.1% | +2.6% | -6.8% |
| 6M | -15.2% | +5.9% | -21.0% | -16.0% |
| YTD | -4.8% | -21.1% | +16.3% | -2.5% |
| 1Y | +6.7% | -22.5% | +29.2% | +9.4% |
| 3Y | +212.7% | -39.0% | +251.7% | +227.7% |
| All | +150.7% | -33.3% | +184.0% | +156.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling