+327.3%
GDX vs LIN
+420.6%
-93.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.7% |
| 7D | -4.6% | +0.2% | -4.8% | -4.6% |
| 30D | -6.2% | +6.2% | -12.4% | -7.8% |
| 3M | -10.0% | +9.3% | -19.4% | -12.3% |
| 6M | -15.8% | +4.4% | -20.1% | -16.8% |
| YTD | -4.6% | +23.7% | -28.3% | -10.3% |
| 1Y | +4.0% | +23.5% | -19.4% | -2.1% |
| 3Y | +211.1% | +35.8% | +175.3% | +185.2% |
| 5Y | +152.3% | +65.9% | +86.4% | +118.0% |
| All | +327.3% | +420.6% | -93.3% | +245.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 10y: compounded portfolio wealth divided by compounded LIN 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…
10y analysis · Full analysis span regression · 6 months rolling