+37.4%
GDX vs IRE
-84.4%
+121.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +14.0% | -16.2% | -3.3% |
| 7D | -0.4% | +54.8% | -55.2% | -4.0% |
| 30D | +18.6% | +18.4% | +0.2% | +16.0% |
| 3M | +14.9% | -66.7% | +81.6% | +20.3% |
| 6M | -6.3% | -52.3% | +46.1% | -7.9% |
| YTD | +15.7% | -52.3% | +68.0% | +13.0% |
| All | +37.4% | -84.4% | +121.8% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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