+171.4%
GDX vs LIN
+1,316.3%
-1,144.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.0% | +1.7% |
| 7D | +5.4% | +3.6% | +1.8% | +3.6% |
| 30D | -2.8% | +6.4% | -9.2% | -5.7% |
| 3M | +2.5% | +6.5% | -4.0% | -0.8% |
| 6M | -0.1% | +4.9% | -4.9% | -2.6% |
| YTD | 0.0% | +23.4% | -23.5% | -10.4% |
| 1Y | +22.2% | +26.3% | -4.1% | +8.3% |
| 3Y | +201.4% | +38.0% | +163.4% | +153.4% |
| 5Y | +180.6% | +68.0% | +112.6% | +109.9% |
| 10Y | +277.2% | +437.1% | -159.9% | +34.4% |
| All | +171.4% | +1,316.3% | -1,144.8% | -62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling