+178.0%
GDX vs GTLB
-49.8%
+227.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.6% |
| 7D | +0.7% | -9.6% | +10.4% | +1.3% |
| 30D | -3.8% | -15.5% | +11.8% | -2.9% |
| 3M | -5.4% | +12.4% | -17.8% | -6.2% |
| 6M | -12.7% | +84.6% | -97.3% | -16.0% |
| YTD | -0.7% | +26.1% | -26.7% | -2.5% |
| 1Y | +11.9% | +1.7% | +10.2% | +11.2% |
| 3Y | +223.9% | +6.1% | +217.8% | +215.4% |
| 5Y | +163.2% | -61.1% | +224.3% | +153.8% |
| All | +178.0% | -49.8% | +227.8% | +169.9% |
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 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