-6.3%
GDX vs KGC
-10.3%
+4.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -0.1% |
| 7D | -0.4% | -1.3% | +0.9% | +0.8% |
| 30D | +18.6% | +20.3% | -1.7% | -0.5% |
| 3M | +14.9% | +8.1% | +6.8% | +6.6% |
| 6M | -6.3% | -8.8% | +2.5% | +1.9% |
| All | -6.3% | -10.3% | +4.0% | +1.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling