+258.1%
GDX vs INDA
+8.1%
+250.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +1.9% | +1.8% |
| 7D | +1.9% | -2.6% | +4.5% | +4.1% |
| 30D | +9.9% | -2.9% | +12.9% | +12.6% |
| 3M | +28.2% | +2.4% | +25.8% | +26.2% |
| 6M | -2.9% | -2.6% | -0.3% | -0.9% |
| YTD | +16.0% | -10.0% | +25.9% | +23.9% |
| 1Y | +49.9% | -7.7% | +57.5% | +57.7% |
| All | +258.1% | +8.1% | +250.1% | +212.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling