+213.3%
GDX vs GTLB
-49.8%
+263.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.1% | -5.6% | -3.6% |
| 7D | -5.4% | -4.1% | -1.3% | -5.2% |
| 30D | +6.6% | +12.3% | -5.8% | +5.8% |
| 3M | +30.1% | +65.9% | -35.8% | +26.2% |
| 6M | -7.1% | +104.0% | -111.1% | -11.2% |
| YTD | +12.0% | +26.0% | -14.1% | +10.0% |
| 1Y | +41.2% | -3.5% | +44.7% | +40.8% |
| 3Y | +251.0% | -9.6% | +260.6% | +244.8% |
| All | +213.3% | -49.8% | +263.1% | +204.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GTLB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling