+24.8%
GDX vs GM
+37.1%
-12.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.6% | +4.4% | +7.1% |
| 7D | +0.8% | +12.1% | -11.3% | -3.7% |
| 30D | -3.2% | +15.2% | -18.4% | -8.7% |
| 3M | +8.6% | +4.9% | +3.7% | +6.3% |
| 6M | -1.2% | +22.6% | -23.9% | -10.4% |
| YTD | -1.4% | +14.4% | -15.8% | -8.6% |
| 1Y | +24.8% | +39.4% | -14.6% | +2.4% |
| All | +24.8% | +37.1% | -12.3% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 1y: compounded portfolio wealth divided by compounded GM 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…
1y analysis · Full analysis span regression · 6 months rolling