+214.2%
GDX vs GSK
+139.1%
+75.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.5% |
| 7D | -0.4% | -1.8% | +1.4% | +0.2% |
| 30D | +18.6% | -2.2% | +20.8% | +19.5% |
| 3M | +14.9% | -1.8% | +16.7% | +15.3% |
| 6M | -6.3% | -10.6% | +4.4% | -2.8% |
| YTD | +15.7% | +4.4% | +11.3% | +13.3% |
| 1Y | +54.8% | +30.4% | +24.4% | +39.9% |
| 3Y | +253.4% | +60.1% | +193.4% | +189.1% |
| 5Y | +219.7% | +46.8% | +172.9% | +166.8% |
| 10Y | +300.2% | +79.2% | +221.0% | +203.3% |
| All | +214.2% | +139.1% | +75.0% | +94.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling