+214.2%
GDX vs IBM
+478.4%
-264.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -0.4% | -0.3% | -0.1% | -0.3% |
| 30D | +18.6% | +0.3% | +18.3% | +18.6% |
| 3M | +14.9% | -21.6% | +36.5% | +20.2% |
| 6M | -6.3% | -4.7% | -1.6% | -7.7% |
| YTD | +15.7% | -19.1% | +34.8% | +18.0% |
| 1Y | +54.8% | -2.5% | +57.3% | +49.0% |
| 3Y | +253.4% | +74.2% | +179.3% | +179.7% |
| 5Y | +219.7% | +113.1% | +106.5% | +135.6% |
| 10Y | +300.2% | +133.5% | +166.7% | +170.9% |
| All | +214.2% | +478.4% | -264.2% | +10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling