+296.0%
GDX vs GM
+240.0%
+56.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | -2.2% | -2.4% | +0.3% | -1.9% |
| 30D | +6.8% | -1.1% | +7.9% | +6.9% |
| 3M | +24.9% | +6.1% | +18.8% | +24.1% |
| 6M | -4.2% | +15.0% | -19.2% | -5.5% |
| YTD | +13.2% | +6.0% | +7.2% | +12.3% |
| 1Y | +40.2% | +47.1% | -6.9% | +35.1% |
| 3Y | +249.6% | +170.5% | +79.1% | +212.4% |
| 5Y | +230.4% | +80.5% | +149.9% | +201.1% |
| All | +296.0% | +240.0% | +56.0% | +263.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling