+152.3%
GDX vs KEY
+12.7%
+139.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.4% | -3.9% |
| 7D | -4.6% | +1.8% | -6.3% | -4.7% |
| 30D | -6.2% | +7.1% | -13.3% | -6.7% |
| 3M | -10.0% | -5.9% | -4.1% | -9.6% |
| 6M | -15.8% | +2.2% | -17.9% | -15.9% |
| YTD | -4.6% | +6.4% | -11.0% | -5.1% |
| 1Y | +4.0% | +24.8% | -20.7% | +2.4% |
| 3Y | +211.1% | +125.2% | +85.9% | +193.3% |
| 5Y | +152.3% | +13.0% | +139.3% | +126.0% |
| All | +152.3% | +12.7% | +139.6% | +126.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling