+258.1%
GDX vs GM
+160.9%
+97.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.4% | +1.4% |
| 7D | +1.9% | -1.1% | +3.0% | +2.0% |
| 30D | +9.9% | -4.6% | +14.5% | +10.5% |
| 3M | +28.2% | +0.2% | +28.0% | +27.9% |
| 6M | -2.9% | +12.6% | -15.5% | -4.1% |
| YTD | +16.0% | +3.7% | +12.3% | +15.0% |
| 1Y | +49.9% | +45.6% | +4.2% | +47.4% |
| All | +258.1% | +160.9% | +97.2% | +207.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling