+349.2%
GDX vs GSK
+102.0%
+247.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.1% |
| 7D | +0.7% | -1.1% | +1.8% | +1.1% |
| 30D | -3.8% | +7.8% | -11.6% | -6.0% |
| 3M | -5.4% | +0.3% | -5.8% | -5.7% |
| 6M | -12.7% | +3.4% | -16.1% | -14.0% |
| YTD | -0.7% | +5.9% | -6.6% | -3.0% |
| 1Y | +11.9% | +8.2% | +3.7% | +8.4% |
| 3Y | +223.9% | +65.3% | +158.6% | +164.9% |
| 5Y | +163.2% | +43.3% | +119.9% | +122.8% |
| 10Y | +349.2% | +102.9% | +246.3% | +211.5% |
| All | +349.2% | +102.0% | +247.2% | +211.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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