+11.9%
GDX vs KEY
+23.0%
-11.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -1.9% | -1.7% |
| 7D | +0.7% | -0.5% | +1.2% | +0.9% |
| 30D | -3.8% | +6.7% | -10.5% | -6.3% |
| 3M | -5.4% | -4.6% | -0.8% | -4.0% |
| 6M | -12.7% | +2.6% | -15.3% | -14.7% |
| YTD | -0.7% | +7.0% | -7.6% | -6.1% |
| 1Y | +11.9% | +23.5% | -11.6% | +1.0% |
| All | +11.9% | +23.0% | -11.1% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling