+228.9%
GDX vs GS
+185.3%
+43.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -0.4% | +0.9% | -1.3% | -0.7% |
| 30D | +18.6% | -1.6% | +20.2% | +19.2% |
| 3M | +14.9% | -4.5% | +19.4% | +16.5% |
| 6M | -6.3% | +20.9% | -27.1% | -10.9% |
| YTD | +15.7% | +19.9% | -4.2% | +10.0% |
| 1Y | +54.8% | +41.4% | +13.4% | +41.6% |
| 3Y | +253.4% | +239.2% | +14.3% | +152.0% |
| All | +228.9% | +185.3% | +43.6% | +129.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling