+214.2%
GDX vs IAU
+549.5%
-335.3%
-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% | -1.4% | -0.7% |
| 7D | -0.4% | -0.5% | +0.1% | +0.6% |
| 30D | +18.6% | +4.4% | +14.2% | +10.7% |
| 3M | +14.9% | -1.1% | +15.9% | +18.7% |
| 6M | -6.3% | -13.7% | +7.5% | +23.6% |
| YTD | +15.7% | +2.7% | +13.0% | +11.7% |
| 1Y | +54.8% | +24.6% | +30.2% | +7.0% |
| 3Y | +253.4% | +126.8% | +126.6% | -13.0% |
| 5Y | +219.7% | +139.5% | +80.2% | -25.7% |
| 10Y | +300.2% | +226.3% | +74.0% | -39.4% |
| All | +214.2% | +549.5% | -335.3% | -79.4% |
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 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