+185.4%
GDX vs GS
+138.4%
+46.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.3% |
| 7D | +13.6% | -3.2% | +16.8% | +14.9% |
| 30D | +2.5% | -2.4% | +4.9% | +3.4% |
| 3M | +4.4% | -15.7% | +20.1% | +10.6% |
| 6M | -5.2% | -6.8% | +1.5% | -2.3% |
| YTD | +2.1% | -0.1% | +2.2% | +3.1% |
| 1Y | +24.7% | +12.1% | +12.6% | +22.5% |
| 3Y | +211.3% | +185.8% | +25.5% | +132.3% |
| All | +185.4% | +138.4% | +46.9% | +108.0% |
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