+326.3%
GDX vs KGC
+637.7%
-311.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.4% |
| 7D | -6.8% | -6.7% | -0.1% | -2.1% |
| 30D | -2.1% | -6.7% | +4.5% | +2.8% |
| 3M | -7.5% | -22.6% | +15.1% | +10.1% |
| 6M | -15.2% | -33.4% | +18.3% | +12.5% |
| YTD | -4.8% | -26.0% | +21.2% | +18.4% |
| 1Y | +6.7% | -18.3% | +25.0% | +24.2% |
| 3Y | +212.7% | +315.8% | -103.1% | +19.8% |
| 5Y | +151.7% | +225.7% | -74.1% | +8.6% |
| All | +326.3% | +637.7% | -311.4% | +4.4% |
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