+214.2%
GDX vs M
+20.8%
+193.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.6% | -4.8% | -2.4% |
| 7D | -0.4% | +4.7% | -5.1% | -0.7% |
| 30D | +18.6% | -9.6% | +28.3% | +19.3% |
| 3M | +14.9% | +0.9% | +14.0% | +14.7% |
| 6M | -6.3% | +22.3% | -28.5% | -7.5% |
| YTD | +15.7% | +6.5% | +9.2% | +14.9% |
| 1Y | +54.8% | +38.8% | +16.1% | +51.2% |
| 3Y | +253.4% | +115.9% | +137.5% | +232.2% |
| 5Y | +219.7% | +28.6% | +191.0% | +203.6% |
| 10Y | +300.2% | -2.5% | +302.7% | +270.4% |
| All | +214.2% | +20.8% | +193.4% | +137.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling