+224.5%
GDX vs GTLB
-50.8%
+275.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.2% |
| 7D | +1.9% | -6.6% | +8.5% | +2.3% |
| 30D | +9.9% | +13.7% | -3.8% | +9.0% |
| 3M | +28.2% | +52.9% | -24.7% | +25.0% |
| 6M | -2.9% | +88.5% | -91.4% | -6.8% |
| YTD | +16.0% | +23.4% | -7.5% | +14.1% |
| 1Y | +49.9% | -3.8% | +53.7% | +49.4% |
| 3Y | +263.6% | -11.5% | +275.1% | +257.6% |
| All | +224.5% | -50.8% | +275.4% | +215.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling