+392.8%
GDX vs REPL
-7.7%
+400.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.8% |
| 7D | +4.0% | -5.7% | +9.7% | +4.1% |
| 30D | +9.5% | +22.5% | -13.0% | +8.9% |
| 3M | +25.1% | +64.7% | -39.6% | +22.5% |
| 6M | -2.9% | +83.0% | -86.0% | -7.7% |
| YTD | +14.7% | +52.0% | -37.2% | +9.5% |
| 1Y | +47.4% | +144.5% | -97.1% | +37.2% |
| 3Y | +259.7% | -25.1% | +284.8% | +227.4% |
| 5Y | +227.7% | -52.9% | +280.5% | +199.8% |
| All | +392.8% | -7.7% | +400.5% | +323.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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