+249.6%
GDX vs IBKR
+291.8%
-42.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.6% |
| 7D | -2.2% | -1.3% | -0.8% | -1.8% |
| 30D | +6.8% | -0.2% | +7.0% | +6.8% |
| 3M | +24.9% | +3.0% | +22.0% | +24.1% |
| 6M | -4.2% | +33.9% | -38.1% | -9.4% |
| YTD | +13.2% | +42.5% | -29.3% | +6.7% |
| 1Y | +40.2% | +44.9% | -4.7% | +32.4% |
| 3Y | +249.6% | +293.0% | -43.4% | +280.3% |
| All | +249.6% | +291.8% | -42.2% | +280.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 3y: compounded portfolio wealth divided by compounded IBKR 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…
3y analysis · Full analysis span regression · 6 months rolling