-15.8%
GDX vs IAG
-7.9%
-7.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.1% | +1.2% | 0.0% |
| 7D | -4.6% | -2.1% | -2.5% | -3.3% |
| 30D | -6.2% | -6.2% | 0.0% | -2.1% |
| 3M | -10.0% | -5.1% | -4.9% | -6.7% |
| 6M | -15.8% | -10.0% | -5.8% | -8.7% |
| All | -15.8% | -7.9% | -7.8% | -8.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling