+349.2%
GDX vs P
+686.0%
-336.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.4% | -5.9% | -1.9% |
| 7D | +0.7% | -4.7% | +5.4% | +1.0% |
| 30D | -3.8% | -31.4% | +27.7% | -0.4% |
| 3M | -5.4% | -2.6% | -2.8% | -6.1% |
| 6M | -12.7% | +21.9% | -34.6% | -16.0% |
| YTD | -0.7% | +58.9% | -59.6% | -7.2% |
| 1Y | +11.9% | +21.7% | -9.9% | +6.6% |
| 3Y | +223.9% | +193.3% | +30.6% | +177.3% |
| 5Y | +163.2% | +275.1% | -111.9% | +117.9% |
| 10Y | +349.2% | +655.3% | -306.2% | +245.0% |
| All | +349.2% | +686.0% | -336.8% | +245.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling