+327.3%
GDX vs IT
+88.7%
+238.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.8% | -3.9% |
| 7D | -4.6% | -3.7% | -0.9% | -4.3% |
| 30D | -6.2% | -3.1% | -3.1% | -6.2% |
| 3M | -10.0% | +6.3% | -16.4% | -10.8% |
| 6M | -15.8% | +24.8% | -40.5% | -17.9% |
| YTD | -4.6% | -24.4% | +19.8% | -2.5% |
| 1Y | +4.0% | -17.1% | +21.1% | +5.0% |
| 3Y | +211.1% | -53.6% | +264.7% | +235.3% |
| 5Y | +152.3% | -42.5% | +194.8% | +161.2% |
| All | +327.3% | +88.7% | +238.6% | +325.0% |
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