+212.7%
GDX vs IR
+25.2%
+187.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | -6.8% | +2.5% | -9.3% | -7.4% |
| 30D | -2.1% | +9.2% | -11.3% | -4.6% |
| 3M | -7.5% | +0.9% | -8.5% | -7.9% |
| 6M | -15.2% | +19.2% | -34.4% | -19.5% |
| YTD | -4.8% | +7.5% | -12.3% | -6.7% |
| 1Y | +6.7% | +11.7% | -5.0% | +4.0% |
| 3Y | +212.7% | +23.9% | +188.8% | +195.9% |
| All | +212.7% | +25.2% | +187.5% | +195.9% |
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