+326.3%
GDX vs M
-7.1%
+333.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.8% | -0.3% |
| 7D | -6.8% | +7.0% | -13.8% | -7.0% |
| 30D | -2.1% | +8.9% | -11.0% | -2.4% |
| 3M | -7.5% | +4.5% | -12.0% | -7.7% |
| 6M | -15.2% | +36.2% | -51.4% | -15.9% |
| YTD | -4.8% | +15.1% | -19.9% | -5.3% |
| 1Y | +6.7% | +27.4% | -20.7% | +5.9% |
| 3Y | +212.7% | +160.1% | +52.6% | +206.2% |
| 5Y | +151.7% | -1.6% | +153.2% | +146.4% |
| All | +326.3% | -7.1% | +333.4% | +282.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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