+24.8%
GDX vs KEYS
+55.9%
-31.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -6.3% | +15.3% | +10.9% |
| 7D | +0.8% | -14.8% | +15.6% | +5.9% |
| 30D | -3.2% | -25.6% | +22.4% | +6.2% |
| 3M | +8.6% | -16.2% | +24.8% | +14.1% |
| 6M | -1.2% | -18.6% | +17.4% | +4.1% |
| YTD | -1.4% | +40.7% | -42.1% | -12.8% |
| 1Y | +24.8% | +59.6% | -34.8% | +6.6% |
| All | +24.8% | +55.9% | -31.1% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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