+54.8%
GDX vs P
+32.0%
+22.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.5% |
| 7D | -0.4% | +6.5% | -6.9% | -1.6% |
| 30D | +18.6% | +18.8% | -0.2% | +12.9% |
| 3M | +14.9% | +26.7% | -11.9% | +7.2% |
| 6M | -6.3% | +62.2% | -68.4% | -18.0% |
| YTD | +15.7% | +48.5% | -32.8% | +2.8% |
| 1Y | +54.8% | +26.4% | +28.4% | +33.5% |
| All | +54.8% | +32.0% | +22.9% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling