+204.7%
GDX vs LIN
+38.0%
+166.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.0% | +1.7% |
| 7D | +5.4% | +3.6% | +1.8% | +4.0% |
| 30D | -2.8% | +6.4% | -9.2% | -5.3% |
| 3M | +2.5% | +6.5% | -4.0% | -0.3% |
| 6M | -0.1% | +4.9% | -4.9% | -2.1% |
| YTD | 0.0% | +23.4% | -23.5% | -9.1% |
| 1Y | +22.2% | +26.3% | -4.1% | +9.9% |
| All | +204.7% | +38.0% | +166.7% | +167.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling