+21.2%
GDX vs IRE
-97.2%
+118.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +39.6% | -37.4% | -0.8% |
| 7D | +13.6% | -27.2% | +40.8% | +14.3% |
| 30D | +2.5% | -75.1% | +77.6% | +11.4% |
| 3M | +4.4% | -77.9% | +82.2% | +13.2% |
| 6M | -5.2% | -94.6% | +89.3% | +9.7% |
| YTD | +2.1% | -91.5% | +93.7% | +11.1% |
| 1Y | +24.7% | -97.8% | +122.5% | +36.5% |
| All | +21.2% | -97.2% | +118.5% | +32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling