+289.0%
GDX vs IBB
+122.6%
+166.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.1% |
| 7D | +4.0% | -1.7% | +5.6% | +4.6% |
| 30D | +9.5% | +4.9% | +4.6% | +7.8% |
| 3M | +25.1% | +24.2% | +0.9% | +16.2% |
| 6M | -2.9% | +23.8% | -26.8% | -9.5% |
| YTD | +14.7% | +23.0% | -8.2% | +7.3% |
| 1Y | +47.4% | +46.2% | +1.3% | +30.9% |
| 3Y | +259.7% | +64.8% | +194.9% | +206.8% |
| 5Y | +227.7% | +20.9% | +206.7% | +197.5% |
| 10Y | +289.0% | +121.6% | +167.4% | +234.5% |
| All | +289.0% | +122.6% | +166.3% | +234.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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