+310.1%
GDX vs M
+3.7%
+306.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +8.1% | -3.7% | +4.2% |
| 7D | +15.6% | +2.5% | +13.0% | +15.5% |
| 30D | +2.4% | +10.1% | -7.6% | +2.1% |
| 3M | +1.7% | -0.9% | +2.7% | +1.7% |
| 6M | -3.3% | +30.2% | -33.5% | -4.0% |
| YTD | +6.6% | +16.3% | -9.7% | +6.1% |
| 1Y | +27.0% | +27.0% | 0.0% | +26.0% |
| 3Y | +243.4% | +154.5% | +88.9% | +237.0% |
| 5Y | +194.2% | -1.1% | +195.3% | +188.1% |
| 10Y | +310.1% | +0.5% | +309.7% | +273.6% |
| All | +310.1% | +3.7% | +306.4% | +273.6% |
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