+296.1%
GDX vs IR
+334.2%
-38.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.2% | -4.0% |
| 7D | -4.6% | +4.3% | -8.8% | -5.2% |
| 30D | -6.2% | +8.1% | -14.3% | -7.4% |
| 3M | -10.0% | +0.7% | -10.7% | -10.2% |
| 6M | -15.8% | +16.6% | -32.4% | -17.8% |
| YTD | -4.6% | +7.8% | -12.4% | -5.7% |
| 1Y | +4.0% | +9.9% | -5.9% | +2.5% |
| 3Y | +211.1% | +25.2% | +185.9% | +199.4% |
| 5Y | +152.3% | +46.8% | +105.5% | +134.9% |
| All | +296.1% | +334.2% | -38.1% | +270.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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