+259.7%
GDX vs KEY
+130.9%
+128.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.6% |
| 7D | +4.0% | +2.7% | +1.2% | +3.5% |
| 30D | +9.5% | -3.2% | +12.7% | +10.0% |
| 3M | +25.1% | +1.0% | +24.1% | +24.8% |
| 6M | -2.9% | +11.9% | -14.8% | -4.7% |
| YTD | +14.7% | +8.7% | +6.0% | +13.0% |
| 1Y | +47.4% | +18.5% | +29.0% | +43.4% |
| 3Y | +259.7% | +124.0% | +135.7% | +195.7% |
| All | +259.7% | +130.9% | +128.8% | +195.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling