+188.7%
GDX vs KVUE
-20.6%
+209.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.5% | +4.6% | +1.4% |
| 7D | +1.9% | -7.2% | +9.1% | +2.5% |
| 30D | +9.9% | -5.7% | +15.6% | +10.5% |
| 3M | +28.2% | +0.2% | +28.0% | +28.2% |
| 6M | -2.9% | 0.0% | -2.9% | -2.9% |
| YTD | +16.0% | +6.5% | +9.5% | +15.7% |
| 1Y | +49.9% | -1.4% | +51.3% | +52.5% |
| 3Y | +263.6% | -5.6% | +269.2% | +269.4% |
| All | +188.7% | -20.6% | +209.3% | +208.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling