+397.1%
GDX vs REPL
-6.0%
+403.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.2% |
| 7D | -0.4% | -3.0% | +2.6% | -0.3% |
| 30D | +18.6% | +27.1% | -8.5% | +17.9% |
| 3M | +14.9% | +52.4% | -37.5% | +12.7% |
| 6M | -6.3% | +107.4% | -113.7% | -11.2% |
| YTD | +15.7% | +54.7% | -39.0% | +10.4% |
| 1Y | +54.8% | +158.9% | -104.0% | +43.8% |
| 3Y | +253.4% | -23.7% | +277.2% | +221.6% |
| 5Y | +219.7% | -54.3% | +274.0% | +193.0% |
| All | +397.1% | -6.0% | +403.1% | +326.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling