+214.2%
GDX vs GS
+870.5%
-656.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -0.4% | +0.9% | -1.3% | -0.5% |
| 30D | +18.6% | -1.6% | +20.2% | +19.0% |
| 3M | +14.9% | -4.5% | +19.4% | +15.9% |
| 6M | -6.3% | +20.9% | -27.1% | -9.1% |
| YTD | +15.7% | +19.9% | -4.2% | +12.2% |
| 1Y | +54.8% | +41.4% | +13.4% | +46.0% |
| 3Y | +253.4% | +239.2% | +14.3% | +184.9% |
| 5Y | +219.7% | +185.0% | +34.6% | +162.8% |
| 10Y | +300.2% | +655.0% | -354.7% | +167.3% |
| All | +214.2% | +870.5% | -656.4% | +40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling