+49.9%
GDX vs IAU
+19.9%
+30.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | -0.3% |
| 7D | +1.9% | +0.2% | +1.7% | +1.6% |
| 30D | +9.9% | +0.2% | +9.7% | +10.0% |
| 3M | +28.2% | +3.3% | +24.9% | +23.7% |
| 6M | -2.9% | -14.6% | +11.7% | +23.5% |
| YTD | +16.0% | +1.9% | +14.1% | +13.4% |
| 1Y | +49.9% | +20.9% | +29.0% | +15.3% |
| All | +49.9% | +19.9% | +30.0% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling