+327.3%
GDX vs RF
+219.4%
+107.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.9% |
| 7D | -4.6% | +0.4% | -4.9% | -4.6% |
| 30D | -6.2% | +5.6% | -11.7% | -6.5% |
| 3M | -10.0% | -8.9% | -1.2% | -9.5% |
| 6M | -15.8% | +7.1% | -22.8% | -16.2% |
| YTD | -4.6% | +8.3% | -12.9% | -5.2% |
| 1Y | +4.0% | +16.8% | -12.8% | +2.9% |
| 3Y | +211.1% | +115.0% | +96.1% | +195.5% |
| 5Y | +152.3% | +46.4% | +105.9% | +142.9% |
| All | +327.3% | +219.4% | +107.9% | +328.2% |
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