+228.9%
GDX vs IR
+45.6%
+183.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.5% |
| 7D | -0.4% | -2.8% | +2.4% | +0.4% |
| 30D | +18.6% | -15.1% | +33.8% | +23.9% |
| 3M | +14.9% | +6.1% | +8.8% | +12.8% |
| 6M | -6.3% | -16.8% | +10.6% | -2.5% |
| YTD | +15.7% | -3.5% | +19.3% | +16.8% |
| 1Y | +54.8% | -3.5% | +58.3% | +56.1% |
| 3Y | +253.4% | +9.5% | +244.0% | +236.6% |
| All | +228.9% | +45.6% | +183.2% | +175.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling