+291.6%
GDX vs INDA
+83.0%
+208.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.0% |
| 7D | -5.4% | -3.6% | -1.8% | -4.1% |
| 30D | +6.6% | -4.0% | +10.5% | +8.2% |
| 3M | +30.1% | +1.7% | +28.4% | +29.5% |
| 6M | -7.1% | -3.6% | -3.5% | -5.6% |
| YTD | +12.0% | -11.0% | +23.0% | +16.7% |
| 1Y | +41.2% | -9.5% | +50.7% | +46.4% |
| 3Y | +251.0% | +7.6% | +243.4% | +245.2% |
| 5Y | +226.7% | +4.8% | +222.0% | +222.5% |
| All | +291.6% | +83.0% | +208.7% | +203.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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