+335.3%
GDX vs GLDM
+219.1%
+116.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +3.6% |
| 7D | +13.6% | +4.7% | +9.0% | +5.2% |
| 30D | +2.5% | -0.9% | +3.4% | +4.7% |
| 3M | +4.4% | -4.3% | +8.7% | +14.1% |
| 6M | -5.2% | -13.4% | +8.2% | +24.9% |
| YTD | +2.1% | -5.8% | +7.9% | +13.9% |
| 1Y | +24.7% | +2.1% | +22.6% | +20.1% |
| 3Y | +211.3% | +105.0% | +106.3% | -20.7% |
| 5Y | +186.7% | +122.5% | +64.2% | -36.2% |
| All | +335.3% | +219.1% | +116.2% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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