+296.0%
GDX vs KEYS
+1,049.9%
-753.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.9% | +0.4% |
| 7D | -2.2% | +3.5% | -5.7% | -2.8% |
| 30D | +6.8% | -4.5% | +11.2% | +7.5% |
| 3M | +24.9% | -0.4% | +25.3% | +24.4% |
| 6M | -4.2% | +19.1% | -23.3% | -7.3% |
| YTD | +13.2% | +66.7% | -53.5% | +3.9% |
| 1Y | +40.2% | +96.5% | -56.3% | +25.4% |
| 3Y | +249.6% | +155.2% | +94.4% | +198.2% |
| 5Y | +230.4% | +88.0% | +142.4% | +189.0% |
| All | +296.0% | +1,049.9% | -753.9% | +214.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling