+319.2%
GDX vs KGC
+506.2%
-187.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.8% | +0.3% | -1.4% |
| 7D | +11.5% | +8.0% | +3.4% | +5.8% |
| 30D | -3.1% | -9.3% | +6.2% | +3.8% |
| 3M | -4.4% | -21.3% | +16.9% | +12.5% |
| 6M | -8.6% | -31.5% | +22.9% | +18.9% |
| YTD | +0.8% | -23.2% | +24.1% | +22.2% |
| 1Y | +14.7% | -15.0% | +29.7% | +29.9% |
| 3Y | +228.8% | +328.7% | -100.0% | +23.1% |
| 5Y | +173.4% | +262.9% | -89.5% | +9.4% |
| 10Y | +319.2% | +568.9% | -249.7% | +3.5% |
| All | +319.2% | +506.2% | -187.0% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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