+326.3%
GDX vs IAU
+210.9%
+115.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.5% |
| 7D | -6.8% | -4.6% | -2.2% | +1.4% |
| 30D | -2.1% | -5.4% | +3.3% | +8.7% |
| 3M | -7.5% | -10.9% | +3.4% | +14.8% |
| 6M | -15.2% | -17.4% | +2.2% | +22.0% |
| YTD | -4.8% | -10.2% | +5.4% | +15.8% |
| 1Y | +6.7% | -7.1% | +13.8% | +21.8% |
| 3Y | +212.7% | +97.7% | +115.0% | -15.9% |
| 5Y | +151.7% | +105.3% | +46.4% | -35.4% |
| All | +326.3% | +210.9% | +115.3% | -52.4% |
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