+259.7%
GDX vs GTLB
-8.4%
+268.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.5% | -0.6% |
| 7D | +4.0% | +4.6% | -0.6% | +3.7% |
| 30D | +9.5% | +21.0% | -11.5% | +8.3% |
| 3M | +25.1% | +51.7% | -26.6% | +22.3% |
| 6M | -2.9% | +89.3% | -92.2% | -6.3% |
| YTD | +14.7% | +25.6% | -10.9% | +13.7% |
| 1Y | +47.4% | -1.5% | +49.0% | +48.3% |
| 3Y | +259.7% | -9.9% | +269.6% | +252.9% |
| All | +259.7% | -8.4% | +268.1% | +252.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling