+158.4%
GDX vs IAG
+110.7%
+47.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.8% |
| 7D | -6.8% | -7.7% | +0.9% | -2.5% |
| 30D | -2.1% | +1.6% | -3.7% | -3.1% |
| 3M | -7.5% | -2.4% | -5.1% | -6.2% |
| 6M | -15.2% | -7.8% | -7.3% | -11.3% |
| YTD | -4.8% | +5.0% | -9.8% | -7.9% |
| 1Y | +6.7% | +25.7% | -19.0% | -6.5% |
| 3Y | +212.7% | +694.5% | -481.8% | -11.0% |
| 5Y | +151.7% | +421.7% | -270.0% | -22.5% |
| 10Y | +330.3% | +382.5% | -52.1% | +9.7% |
| All | +158.4% | +110.7% | +47.7% | -42.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling