+169.7%
GDX vs IT
+1,223.7%
-1,054.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.6% | -1.8% |
| 7D | +0.7% | -6.8% | +7.6% | +1.8% |
| 30D | -3.8% | -0.6% | -3.2% | -4.1% |
| 3M | -5.4% | +3.1% | -8.5% | -6.7% |
| 6M | -12.7% | +25.5% | -38.2% | -17.8% |
| YTD | -0.7% | -23.5% | +22.8% | +1.3% |
| 1Y | +11.9% | -16.6% | +28.5% | +12.1% |
| 3Y | +223.9% | -53.1% | +277.0% | +256.1% |
| 5Y | +163.2% | -41.4% | +204.6% | +172.2% |
| 10Y | +349.2% | +90.9% | +258.2% | +238.2% |
| All | +169.7% | +1,223.7% | -1,054.0% | +1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling