+167.0%
GDX vs GTLB
-49.8%
+216.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | -4.6% | -3.5% | -1.1% | -4.4% |
| 30D | -6.2% | -9.0% | +2.8% | -5.7% |
| 3M | -10.0% | +15.9% | -25.9% | -10.9% |
| 6M | -15.8% | +104.9% | -120.6% | -19.4% |
| YTD | -4.6% | +26.0% | -30.6% | -6.3% |
| 1Y | +4.0% | +1.8% | +2.2% | +3.4% |
| 3Y | +211.1% | +6.0% | +205.1% | +202.9% |
| 5Y | +152.3% | -62.2% | +214.4% | +143.0% |
| All | +167.0% | -49.8% | +216.8% | +159.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling