+177.3%
GDX vs IAU
+494.9%
-317.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +3.5% |
| 7D | +13.6% | +4.7% | +8.9% | +5.1% |
| 30D | +2.5% | -0.9% | +3.4% | +4.7% |
| 3M | +4.4% | -4.4% | +8.8% | +14.2% |
| 6M | -5.2% | -13.5% | +8.3% | +24.8% |
| YTD | +2.1% | -5.9% | +8.0% | +15.4% |
| 1Y | +24.7% | +1.9% | +22.8% | +22.9% |
| 3Y | +211.3% | +104.1% | +107.2% | -7.4% |
| 5Y | +186.7% | +121.0% | +65.7% | -23.0% |
| 10Y | +285.3% | +204.1% | +81.3% | -34.1% |
| All | +177.3% | +494.9% | -317.6% | -78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling