+19.7%
GDX vs IRE
-97.7%
+117.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -15.8% | +10.4% | -4.3% |
| 7D | +11.5% | -41.9% | +53.4% | +14.4% |
| 30D | -3.1% | -75.1% | +72.0% | +5.3% |
| 3M | -4.4% | -82.4% | +78.0% | +5.5% |
| 6M | -8.6% | -95.5% | +87.0% | +7.5% |
| YTD | +0.8% | -93.1% | +93.9% | +11.2% |
| 1Y | +14.7% | -97.8% | +112.4% | +27.4% |
| All | +19.7% | -97.7% | +117.4% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling