+185.4%
GDX vs KEY
+11.7%
+173.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.2% |
| 7D | +13.6% | -1.3% | +14.9% | +13.8% |
| 30D | +2.5% | +5.1% | -2.6% | +2.1% |
| 3M | +4.4% | -7.1% | +11.5% | +5.0% |
| 6M | -5.2% | -4.4% | -0.9% | -4.9% |
| YTD | +2.1% | +4.0% | -1.9% | +1.8% |
| 1Y | +24.7% | +23.4% | +1.3% | +22.9% |
| 3Y | +211.3% | +113.9% | +97.4% | +194.0% |
| All | +185.4% | +11.7% | +173.7% | +156.9% |
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