+8.3%
GDX vs GTLB
+1.7%
+6.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.5% |
| 7D | +0.7% | -9.6% | +10.4% | +1.0% |
| 30D | -3.8% | -15.5% | +11.8% | -3.3% |
| 3M | -5.4% | +12.4% | -17.8% | -5.5% |
| 6M | -12.7% | +84.6% | -97.3% | -12.6% |
| YTD | -0.7% | +26.1% | -26.7% | +5.6% |
| All | +8.3% | +1.7% | +6.6% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling