+227.7%
GDX vs KGC
+450.8%
-223.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | +0.9% |
| 7D | +4.0% | +2.4% | +1.5% | +2.1% |
| 30D | +9.5% | +9.2% | +0.3% | +2.5% |
| 3M | +25.1% | +16.7% | +8.3% | +11.6% |
| 6M | -2.9% | -7.0% | +4.1% | +2.7% |
| YTD | +14.7% | +7.5% | +7.2% | +9.9% |
| 1Y | +47.4% | +34.4% | +13.1% | +20.8% |
| 3Y | +259.7% | +552.0% | -292.3% | -3.3% |
| 5Y | +227.7% | +454.5% | -226.9% | -8.5% |
| All | +227.7% | +450.8% | -223.1% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling