+211.3%
GDX vs IR
+27.4%
+183.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.8% |
| 7D | +13.6% | +3.7% | +10.0% | +12.4% |
| 30D | +2.5% | +7.4% | -4.9% | +0.4% |
| 3M | +4.4% | -5.9% | +10.3% | +5.9% |
| 6M | -5.2% | +5.6% | -10.8% | -7.3% |
| YTD | +2.1% | +4.8% | -2.7% | +0.9% |
| 1Y | +24.7% | +6.9% | +17.8% | +22.8% |
| 3Y | +211.3% | +27.6% | +183.7% | +210.0% |
| All | +211.3% | +27.4% | +183.9% | +210.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling