+227.7%
GDX vs IAG
+766.8%
-539.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +1.0% | 0.0% |
| 7D | +4.0% | +4.3% | -0.3% | +1.9% |
| 30D | +9.5% | +9.8% | -0.3% | +4.7% |
| 3M | +25.1% | +28.9% | -3.8% | +10.5% |
| 6M | -2.9% | -7.6% | +4.7% | +0.4% |
| YTD | +14.7% | +22.0% | -7.2% | +4.8% |
| 1Y | +47.4% | +99.5% | -52.1% | +8.7% |
| 3Y | +259.7% | +818.3% | -558.6% | +33.1% |
| 5Y | +227.7% | +785.9% | -558.2% | +14.2% |
| All | +227.7% | +766.8% | -539.2% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling