+310.1%
GDX vs IBM
+152.9%
+157.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.5% | +4.0% | +4.3% |
| 7D | +15.6% | -2.5% | +18.1% | +16.0% |
| 30D | +2.4% | +8.4% | -5.9% | +1.3% |
| 3M | +1.7% | +4.5% | -2.7% | +1.1% |
| 6M | -3.3% | +7.9% | -11.2% | -5.7% |
| YTD | +6.6% | -15.2% | +21.9% | +7.4% |
| 1Y | +27.0% | -17.6% | +44.6% | +28.6% |
| 3Y | +243.4% | +82.1% | +161.3% | +197.6% |
| 5Y | +194.2% | +143.3% | +50.9% | +142.9% |
| 10Y | +310.1% | +149.9% | +160.2% | +249.0% |
| All | +310.1% | +152.9% | +157.2% | +249.0% |
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