+177.3%
GDX vs KEY
+15.1%
+162.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +22.6% |
| 3Y | +211.3% | +113.9% | +97.4% | +190.8% |
| 5Y | +186.7% | +12.3% | +174.4% | +177.1% |
| 10Y | +285.3% | +125.5% | +159.8% | +235.7% |
| All | +177.3% | +15.1% | +162.2% | +140.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling