+187.1%
GDX vs IBKR
+1,332.5%
-1,145.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.2% |
| 7D | +1.9% | +1.3% | +0.6% | +1.7% |
| 30D | +9.9% | -0.3% | +10.3% | +10.0% |
| 3M | +28.2% | +4.7% | +23.5% | +27.5% |
| 6M | -2.9% | +34.0% | -36.9% | -6.3% |
| YTD | +16.0% | +40.8% | -24.8% | +11.3% |
| 1Y | +49.9% | +45.7% | +4.1% | +43.3% |
| 3Y | +263.6% | +288.4% | -24.8% | +208.5% |
| 5Y | +233.6% | +487.2% | -253.6% | +166.1% |
| 10Y | +315.3% | +991.2% | -675.9% | +196.2% |
| All | +187.1% | +1,332.5% | -1,145.4% | +57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling