+214.2%
GDX vs IT
+1,178.6%
-964.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.4% | -1.4% |
| 7D | -0.4% | -6.0% | +5.6% | +0.7% |
| 30D | +18.6% | 0.0% | +18.6% | +18.6% |
| 3M | +14.9% | +13.1% | +1.8% | +11.4% |
| 6M | -6.3% | +11.7% | -17.9% | -9.6% |
| YTD | +15.7% | -26.1% | +41.8% | +19.6% |
| 1Y | +54.8% | -21.3% | +76.1% | +57.1% |
| 3Y | +253.4% | -46.7% | +300.2% | +279.8% |
| 5Y | +219.7% | -40.5% | +260.2% | +230.9% |
| 10Y | +300.2% | +103.9% | +196.3% | +197.4% |
| All | +214.2% | +1,178.6% | -964.4% | +20.0% |
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 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