+604.1%
GDX vs P
+485.4%
+118.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.4% | -3.6% | -2.3% |
| 7D | -0.4% | +6.5% | -6.9% | -1.0% |
| 30D | +18.6% | +18.8% | -0.2% | +16.2% |
| 3M | +14.9% | +26.7% | -11.9% | +11.6% |
| 6M | -6.3% | +62.2% | -68.4% | -11.3% |
| YTD | +15.7% | +48.5% | -32.8% | +10.3% |
| 1Y | +54.8% | +26.4% | +28.4% | +48.8% |
| 3Y | +253.4% | +159.4% | +94.0% | +213.2% |
| 5Y | +219.7% | +275.8% | -56.1% | +173.0% |
| 10Y | +300.2% | +732.0% | -431.8% | +215.2% |
| All | +604.1% | +485.4% | +118.7% | +482.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling