+65.1%
GDX vs INDA
+121.8%
-56.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | -6.8% | +1.1% | -7.9% | -7.2% |
| 30D | -2.1% | +9.4% | -11.5% | -5.2% |
| 3M | -7.5% | +2.9% | -10.5% | -8.4% |
| 6M | -15.2% | +7.2% | -22.4% | -17.0% |
| YTD | -4.8% | -4.8% | 0.0% | -3.1% |
| 1Y | +6.7% | -5.1% | +11.8% | +8.8% |
| 3Y | +212.7% | +16.7% | +196.1% | +198.6% |
| 5Y | +151.7% | +8.8% | +142.9% | +144.6% |
| 10Y | +330.3% | +116.2% | +214.1% | +229.3% |
| All | +65.1% | +121.8% | -56.6% | +22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling