+181.8%
GDX vs KVUE
-20.4%
+202.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -2.2% | -5.1% | +2.9% | -1.7% |
| 30D | +6.8% | -6.3% | +13.1% | +7.3% |
| 3M | +24.9% | -0.5% | +25.4% | +25.0% |
| 6M | -4.2% | +3.1% | -7.3% | -4.5% |
| YTD | +13.2% | +6.7% | +6.5% | +12.9% |
| 1Y | +40.2% | -1.1% | +41.3% | +42.6% |
| 3Y | +249.6% | -8.7% | +258.3% | +258.1% |
| All | +181.8% | -20.4% | +202.2% | +201.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KVUE.
Daily Out/Under-Performance
Portfolio return minus KVUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVUE 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 KVUE 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