+319.2%
GDX vs GS
+475.4%
-156.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.9% | -5.5% |
| 7D | +11.5% | +1.6% | +9.9% | +11.1% |
| 30D | -3.1% | +1.7% | -4.8% | -3.4% |
| 3M | -4.4% | -11.6% | +7.2% | -2.3% |
| 6M | -8.6% | -1.9% | -6.7% | -7.9% |
| YTD | +0.8% | +5.1% | -4.2% | +0.6% |
| 1Y | +14.7% | +16.4% | -1.8% | +13.0% |
| 3Y | +228.8% | +199.0% | +29.8% | +189.8% |
| 5Y | +173.4% | +157.4% | +15.9% | +141.6% |
| 10Y | +319.2% | +457.2% | -138.0% | +284.6% |
| All | +319.2% | +475.4% | -156.2% | +284.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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