+14.7%
GDX vs KGC
-14.2%
+28.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.8% | +0.3% | -0.4% |
| 7D | +11.5% | +8.0% | +3.4% | +4.3% |
| 30D | -3.1% | -9.3% | +6.2% | +5.3% |
| 3M | -4.4% | -21.3% | +16.9% | +16.3% |
| 6M | -8.6% | -31.5% | +22.9% | +26.0% |
| YTD | +0.8% | -23.2% | +24.1% | +25.2% |
| 1Y | +14.7% | -15.0% | +29.7% | +30.4% |
| All | +14.7% | -14.2% | +28.8% | +30.4% |
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 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