+93.8%
GDX vs GM
+238.5%
-144.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.3% |
| 7D | -0.4% | +1.9% | -2.3% | -0.6% |
| 30D | +18.6% | -1.4% | +20.0% | +18.8% |
| 3M | +14.9% | +5.9% | +9.0% | +14.0% |
| 6M | -6.3% | +12.4% | -18.6% | -7.7% |
| YTD | +15.7% | +8.6% | +7.1% | +14.3% |
| 1Y | +54.8% | +52.6% | +2.2% | +46.5% |
| 3Y | +253.4% | +169.7% | +83.8% | +204.9% |
| 5Y | +219.7% | +87.5% | +132.1% | +183.2% |
| 10Y | +300.2% | +233.0% | +67.2% | +205.3% |
| All | +93.8% | +238.5% | -144.6% | +31.9% |
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