+49.9%
GDX vs KGC
+33.7%
+16.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +0.8% |
| 7D | +1.9% | -0.1% | +2.0% | +1.9% |
| 30D | +9.9% | +10.5% | -0.6% | +0.4% |
| 3M | +28.2% | +19.8% | +8.4% | +8.8% |
| 6M | -2.9% | -6.7% | +3.8% | +2.6% |
| YTD | +16.0% | +7.8% | +8.2% | +9.0% |
| 1Y | +49.9% | +35.7% | +14.2% | +18.2% |
| All | +49.9% | +33.7% | +16.2% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling