+521.3%
GDX vs P
+469.1%
+52.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.5% | -1.4% | +1.8% |
| 7D | +13.6% | -23.8% | +37.4% | +16.2% |
| 30D | +2.5% | -36.6% | +39.1% | +6.5% |
| 3M | +4.4% | +10.9% | -6.5% | +2.3% |
| 6M | -5.2% | +30.0% | -35.2% | -9.0% |
| YTD | +2.1% | +44.4% | -42.2% | -3.0% |
| 1Y | +24.7% | +3.9% | +20.8% | +21.0% |
| 3Y | +211.3% | +176.6% | +34.7% | +173.0% |
| 5Y | +186.7% | +249.3% | -62.6% | +144.6% |
| 10Y | +285.3% | +726.9% | -441.6% | +203.0% |
| All | +521.3% | +469.1% | +52.2% | +412.1% |
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