+214.2%
GDX vs KGC
+241.8%
-27.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -0.6% |
| 7D | -0.4% | -1.3% | +0.9% | +0.5% |
| 30D | +18.6% | +20.3% | -1.7% | +4.4% |
| 3M | +14.9% | +8.1% | +6.8% | +9.2% |
| 6M | -6.3% | -8.8% | +2.5% | +0.7% |
| YTD | +15.7% | +10.1% | +5.7% | +9.5% |
| 1Y | +54.8% | +44.2% | +10.6% | +21.5% |
| 3Y | +253.4% | +533.0% | -279.6% | -2.6% |
| 5Y | +219.7% | +443.0% | -223.3% | -6.5% |
| 10Y | +300.2% | +678.6% | -378.3% | -20.7% |
| All | +214.2% | +241.8% | -27.6% | -18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling