+283.8%
GDX vs KEY
+173.8%
+110.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.2% |
| 7D | -0.4% | +2.2% | -2.6% | -0.5% |
| 30D | +18.6% | -3.0% | +21.6% | +18.7% |
| 3M | +14.9% | +3.3% | +11.6% | +14.7% |
| 6M | -6.3% | +9.2% | -15.4% | -6.5% |
| YTD | +15.7% | +10.6% | +5.1% | +15.3% |
| 1Y | +54.8% | +20.4% | +34.4% | +54.0% |
| 3Y | +253.4% | +121.8% | +131.6% | +246.4% |
| 5Y | +219.7% | +41.1% | +178.5% | +213.6% |
| All | +283.8% | +173.8% | +110.0% | +258.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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