+301.2%
GDX vs M
-4.2%
+305.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.6% | +6.7% | +2.3% |
| 7D | +13.6% | -4.3% | +17.9% | +13.8% |
| 30D | +2.5% | +1.3% | +1.2% | +2.5% |
| 3M | +4.4% | -7.4% | +11.8% | +4.6% |
| 6M | -5.2% | +18.3% | -23.6% | -5.7% |
| YTD | +2.1% | +7.6% | -5.4% | +1.8% |
| 1Y | +24.7% | +17.4% | +7.3% | +24.1% |
| 3Y | +211.3% | +108.4% | +102.9% | +206.4% |
| 5Y | +186.7% | -10.6% | +197.3% | +181.3% |
| All | +301.2% | -4.2% | +305.3% | +276.7% |
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