+318.6%
GDX vs IR
+336.9%
-18.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.3% | -5.2% |
| 7D | +11.5% | +1.5% | +9.9% | +11.2% |
| 30D | -3.1% | +9.0% | -12.2% | -4.5% |
| 3M | -4.4% | -0.9% | -3.6% | -4.4% |
| 6M | -8.6% | +13.4% | -22.0% | -10.5% |
| YTD | +0.8% | +8.5% | -7.6% | -0.5% |
| 1Y | +14.7% | +11.3% | +3.4% | +12.8% |
| 3Y | +228.8% | +26.0% | +202.8% | +216.1% |
| 5Y | +173.4% | +47.9% | +125.5% | +154.3% |
| All | +318.6% | +336.9% | -18.3% | +291.0% |
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