+315.3%
GDX vs GSK
+80.2%
+235.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +1.9% | -3.6% | +5.5% | +3.1% |
| 30D | +9.9% | -5.9% | +15.8% | +12.0% |
| 3M | +28.2% | -4.3% | +32.5% | +29.7% |
| 6M | -2.9% | -10.8% | +7.9% | +0.5% |
| YTD | +16.0% | +1.8% | +14.2% | +14.7% |
| 1Y | +49.9% | +23.5% | +26.4% | +38.9% |
| 3Y | +263.6% | +49.5% | +214.0% | +206.8% |
| 5Y | +233.6% | +49.7% | +183.9% | +176.3% |
| 10Y | +315.3% | +81.9% | +233.4% | +210.0% |
| All | +315.3% | +80.2% | +235.1% | +210.0% |
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