+173.8%
GDX vs IBB
+853.9%
-680.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -5.0% |
| 7D | +11.5% | +0.8% | +10.7% | +11.2% |
| 30D | -3.1% | +5.2% | -8.3% | -5.0% |
| 3M | -4.4% | +8.6% | -13.0% | -7.3% |
| 6M | -8.6% | +27.8% | -36.4% | -16.3% |
| YTD | +0.8% | +28.8% | -28.0% | -7.7% |
| 1Y | +14.7% | +36.4% | -21.7% | +2.9% |
| 3Y | +228.8% | +89.3% | +139.4% | +161.6% |
| 5Y | +173.4% | +43.3% | +130.1% | +136.8% |
| 10Y | +319.2% | +130.6% | +188.6% | +197.2% |
| All | +173.8% | +853.9% | -680.2% | -34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling