+171.4%
GDX vs IP
+135.2%
+36.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.0% | +5.3% | +2.2% |
| 7D | +5.4% | -5.0% | +10.4% | +6.6% |
| 30D | -2.8% | +6.5% | -9.3% | -4.2% |
| 3M | +2.5% | -18.0% | +20.5% | +6.8% |
| 6M | -0.1% | +10.3% | -10.4% | -2.5% |
| YTD | 0.0% | -9.9% | +9.9% | +1.1% |
| 1Y | +22.2% | -1.1% | +23.3% | +21.0% |
| 3Y | +201.4% | +13.0% | +188.4% | +179.1% |
| 5Y | +180.6% | -12.3% | +192.9% | +171.9% |
| 10Y | +277.2% | +26.8% | +250.3% | +211.7% |
| All | +171.4% | +135.2% | +36.2% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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