+407.1%
GDX vs KEYS
+1,067.2%
-660.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.8% | -3.2% |
| 7D | -5.4% | +0.9% | -6.3% | -5.5% |
| 30D | +6.6% | -5.3% | +11.8% | +7.4% |
| 3M | +30.1% | +0.5% | +29.6% | +29.4% |
| 6M | -7.1% | +14.0% | -21.1% | -9.4% |
| YTD | +12.0% | +60.3% | -48.3% | +3.3% |
| 1Y | +41.2% | +91.3% | -50.1% | +26.7% |
| 3Y | +251.0% | +146.1% | +104.8% | +200.5% |
| 5Y | +226.7% | +80.8% | +146.0% | +187.9% |
| 10Y | +301.0% | +1,002.8% | -701.8% | +188.1% |
| All | +407.1% | +1,067.2% | -660.1% | +300.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling