+11.9%
GDX vs IR
+10.4%
+1.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.0% |
| 7D | +0.7% | +1.1% | -0.3% | +0.2% |
| 30D | -3.8% | +7.6% | -11.3% | -7.3% |
| 3M | -5.4% | +0.1% | -5.5% | -5.5% |
| 6M | -12.7% | +14.0% | -26.6% | -19.7% |
| YTD | -0.7% | +7.5% | -8.1% | -3.4% |
| 1Y | +11.9% | +10.1% | +1.8% | +8.8% |
| All | +11.9% | +10.4% | +1.5% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling