+376.3%
GDX vs IR
+282.2%
+94.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.8% | -0.6% |
| 7D | +4.0% | +0.6% | +3.3% | +3.8% |
| 30D | +9.5% | -13.6% | +23.1% | +12.0% |
| 3M | +25.1% | +3.7% | +21.4% | +24.3% |
| 6M | -2.9% | -13.1% | +10.1% | -1.1% |
| YTD | +14.7% | -5.1% | +19.9% | +15.7% |
| 1Y | +47.4% | -6.5% | +53.9% | +48.8% |
| 3Y | +259.7% | +8.5% | +251.2% | +253.7% |
| 5Y | +227.7% | +43.3% | +184.4% | +209.0% |
| All | +376.3% | +282.2% | +94.1% | +354.5% |
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