+301.2%
GDX vs RF
+279.4%
+21.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.2% |
| 7D | +13.6% | -0.9% | +14.5% | +13.7% |
| 30D | +2.5% | +6.0% | -3.5% | +2.2% |
| 3M | +4.4% | -8.9% | +13.3% | +4.9% |
| 6M | -5.2% | +2.3% | -7.6% | -5.5% |
| YTD | +2.1% | +7.6% | -5.4% | +1.6% |
| 1Y | +24.7% | +21.2% | +3.5% | +23.3% |
| 3Y | +211.3% | +108.5% | +102.7% | +197.1% |
| 5Y | +186.7% | +43.2% | +143.5% | +176.8% |
| All | +301.2% | +279.4% | +21.7% | +323.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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