+11.9%
GDX vs REPL
+147.5%
-135.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.4% | +5.0% | -1.4% |
| 7D | +0.7% | +5.3% | -4.5% | +0.7% |
| 30D | -3.8% | +66.6% | -70.4% | -4.3% |
| 3M | -5.4% | +59.6% | -65.0% | -6.0% |
| 6M | -12.7% | +482.4% | -495.0% | -16.4% |
| YTD | -0.7% | +124.1% | -124.7% | -3.3% |
| 1Y | +11.9% | +138.6% | -126.7% | +8.6% |
| All | +11.9% | +147.5% | -135.6% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling