+301.2%
GDX vs LIN
+424.3%
-123.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.1% | +3.3% | +2.5% |
| 7D | +13.6% | +0.2% | +13.4% | +13.6% |
| 30D | +2.5% | +6.5% | -4.0% | +0.7% |
| 3M | +4.4% | +5.5% | -1.1% | +2.7% |
| 6M | -5.2% | +3.3% | -8.6% | -6.2% |
| YTD | +2.1% | +22.0% | -19.9% | -3.6% |
| 1Y | +24.7% | +25.7% | -1.0% | +16.7% |
| 3Y | +211.3% | +36.2% | +175.0% | +185.0% |
| 5Y | +186.7% | +66.1% | +120.6% | +147.8% |
| All | +301.2% | +424.3% | -123.1% | +212.3% |
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