+319.2%
GDX vs P
+691.2%
-371.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.4% |
| 7D | +11.5% | -13.3% | +24.8% | +12.8% |
| 30D | -3.1% | -34.0% | +30.9% | +0.6% |
| 3M | -4.4% | +4.1% | -8.5% | -5.8% |
| 6M | -8.6% | +30.5% | -39.0% | -12.5% |
| YTD | +0.8% | +52.2% | -51.3% | -5.3% |
| 1Y | +14.7% | +10.3% | +4.4% | +10.3% |
| 3Y | +228.8% | +180.9% | +47.9% | +183.5% |
| 5Y | +173.4% | +259.7% | -86.4% | +128.1% |
| 10Y | +319.2% | +652.6% | -333.4% | +212.7% |
| All | +319.2% | +691.2% | -371.9% | +212.7% |
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