+59.4%
GDX vs GM
+231.7%
-172.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | -6.8% | -0.2% | -6.6% | -6.8% |
| 30D | -2.1% | +3.6% | -5.7% | -2.6% |
| 3M | -7.5% | -0.2% | -7.3% | -7.6% |
| 6M | -15.2% | +13.9% | -29.1% | -16.7% |
| YTD | -4.8% | +6.5% | -11.3% | -5.9% |
| 1Y | +6.7% | +20.7% | -13.9% | +4.0% |
| 3Y | +212.7% | +229.5% | -16.7% | +162.7% |
| 5Y | +151.7% | +41.5% | +110.1% | +131.4% |
| 10Y | +330.3% | +204.8% | +125.5% | +233.8% |
| All | +59.4% | +231.7% | -172.3% | +8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling