+224.1%
GDX vs IBKR
+495.5%
-271.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.7% |
| 7D | -2.2% | -1.3% | -0.8% | -1.9% |
| 30D | +6.8% | -0.2% | +7.0% | +6.8% |
| 3M | +24.9% | +3.0% | +22.0% | +24.3% |
| 6M | -4.2% | +33.9% | -38.1% | -8.0% |
| YTD | +13.2% | +42.5% | -29.3% | +8.4% |
| 1Y | +40.2% | +44.9% | -4.7% | +34.2% |
| 3Y | +249.6% | +293.0% | -43.4% | +220.6% |
| All | +224.1% | +495.5% | -271.4% | +180.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling