+315.3%
GDX vs IAG
+401.0%
-85.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.1% | 0.0% |
| 7D | +1.9% | +1.7% | +0.2% | +1.0% |
| 30D | +9.9% | +11.4% | -1.5% | +4.1% |
| 3M | +28.2% | +33.0% | -4.8% | +10.9% |
| 6M | -2.9% | -6.0% | +3.1% | 0.0% |
| YTD | +16.0% | +24.6% | -8.6% | +3.9% |
| 1Y | +49.9% | +105.0% | -55.1% | +5.3% |
| 3Y | +263.6% | +837.9% | -574.3% | +13.4% |
| 5Y | +233.6% | +817.0% | -583.4% | -7.5% |
| 10Y | +315.3% | +425.3% | -110.0% | +25.8% |
| All | +315.3% | +401.0% | -85.6% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling