+224.1%
GDX vs KEYS
+87.1%
+137.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.9% | 0.0% |
| 7D | -2.2% | +3.5% | -5.7% | -3.1% |
| 30D | +6.8% | -4.5% | +11.2% | +7.9% |
| 3M | +24.9% | -0.4% | +25.3% | +24.1% |
| 6M | -4.2% | +19.1% | -23.3% | -9.1% |
| YTD | +13.2% | +66.7% | -53.5% | -1.6% |
| 1Y | +40.2% | +96.5% | -56.3% | +16.8% |
| 3Y | +249.6% | +155.2% | +94.4% | +165.6% |
| All | +224.1% | +87.1% | +137.0% | +149.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling