+4.0%
GDX vs KGC
-18.5%
+22.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.5% | -0.4% | -0.8% |
| 7D | -4.6% | -4.1% | -0.5% | -0.9% |
| 30D | -6.2% | -11.6% | +5.5% | +4.4% |
| 3M | -10.0% | -24.5% | +14.5% | +13.6% |
| 6M | -15.8% | -34.6% | +18.8% | +20.9% |
| YTD | -4.6% | -26.2% | +21.6% | +22.6% |
| 1Y | +4.0% | -20.1% | +24.1% | +25.1% |
| All | +4.0% | -18.5% | +22.5% | +25.1% |
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