+319.2%
GDX vs IAU
+208.6%
+110.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.6% | -2.8% | -0.8% |
| 7D | +11.5% | +2.8% | +8.6% | +6.5% |
| 30D | -3.1% | -4.0% | +0.8% | +4.8% |
| 3M | -4.4% | -8.2% | +3.8% | +12.6% |
| 6M | -8.6% | -14.8% | +6.2% | +24.5% |
| YTD | +0.8% | -6.7% | +7.5% | +14.6% |
| 1Y | +14.7% | -2.2% | +16.9% | +19.5% |
| 3Y | +228.8% | +106.7% | +122.1% | -18.7% |
| 5Y | +173.4% | +114.8% | +58.6% | -35.6% |
| 10Y | +319.2% | +213.0% | +106.3% | -51.7% |
| All | +319.2% | +208.6% | +110.6% | -51.7% |
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