+315.3%
GDX vs IT
+88.4%
+226.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.2% |
| 7D | +1.9% | -9.1% | +11.0% | +2.7% |
| 30D | +9.9% | -12.2% | +22.1% | +11.1% |
| 3M | +28.2% | +7.8% | +20.4% | +27.0% |
| 6M | -2.9% | +2.0% | -4.9% | -3.6% |
| YTD | +16.0% | -32.7% | +48.7% | +20.1% |
| 1Y | +49.9% | -31.1% | +81.0% | +54.2% |
| 3Y | +263.6% | -52.1% | +315.6% | +288.7% |
| 5Y | +233.6% | -46.3% | +279.8% | +248.2% |
| 10Y | +315.3% | +91.4% | +224.0% | +275.8% |
| All | +315.3% | +88.4% | +226.9% | +275.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling