+13.2%
GDX vs IRE
-97.8%
+111.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -13.5% | +9.6% | -2.9% |
| 7D | -4.6% | +11.1% | -15.7% | -5.8% |
| 30D | -6.2% | -75.2% | +69.0% | +1.8% |
| 3M | -10.0% | -86.4% | +76.3% | +1.4% |
| 6M | -15.8% | -94.8% | +79.1% | -2.0% |
| YTD | -4.6% | -93.3% | +88.7% | +5.4% |
| 1Y | +4.0% | -97.5% | +101.5% | +15.8% |
| All | +13.2% | -97.8% | +111.1% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling