+194.2%
GDX vs GS
+151.9%
+42.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.7% | -0.3% | +2.8% |
| 7D | +15.6% | +0.8% | +14.7% | +15.1% |
| 30D | +2.4% | +1.2% | +1.2% | +2.1% |
| 3M | +1.7% | -12.4% | +14.2% | +6.4% |
| 6M | -3.3% | -2.3% | -1.0% | -1.9% |
| YTD | +6.6% | +4.6% | +2.0% | +5.9% |
| 1Y | +27.0% | +17.5% | +9.5% | +22.8% |
| 3Y | +243.4% | +202.0% | +41.3% | +151.5% |
| 5Y | +194.2% | +152.4% | +41.8% | +111.1% |
| All | +194.2% | +151.9% | +42.3% | +111.1% |
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