+289.0%
GDX vs IBM
+129.3%
+159.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | +4.0% | +0.3% | +3.7% | +3.9% |
| 30D | +9.5% | -1.5% | +11.0% | +9.7% |
| 3M | +25.1% | -16.8% | +41.9% | +27.1% |
| 6M | -2.9% | -9.0% | +6.1% | -2.9% |
| YTD | +14.7% | -20.1% | +34.8% | +16.6% |
| 1Y | +47.4% | -7.0% | +54.4% | +45.4% |
| 3Y | +259.7% | +72.4% | +187.3% | +213.5% |
| 5Y | +227.7% | +112.0% | +115.7% | +174.8% |
| 10Y | +289.0% | +131.6% | +157.4% | +234.6% |
| All | +289.0% | +129.3% | +159.6% | +234.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBM.
Daily Out/Under-Performance
Portfolio return minus IBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBM 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 IBM 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