+296.0%
GDX vs IAU
+220.2%
+75.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.1% |
| 7D | -2.2% | -2.0% | -0.2% | +1.4% |
| 30D | +6.8% | -1.5% | +8.3% | +10.2% |
| 3M | +24.9% | +3.3% | +21.7% | +19.4% |
| 6M | -4.2% | -16.2% | +12.0% | +34.4% |
| YTD | +13.2% | +0.7% | +12.5% | +11.4% |
| 1Y | +40.2% | +19.2% | +21.0% | +0.2% |
| 3Y | +249.6% | +124.4% | +125.2% | -27.2% |
| 5Y | +230.4% | +140.0% | +90.3% | -38.3% |
| All | +296.0% | +220.2% | +75.8% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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