+310.1%
GDX vs RF
+277.2%
+32.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.2% | +2.2% | +4.3% |
| 7D | +15.6% | -0.1% | +15.7% | +15.6% |
| 30D | +2.4% | +7.0% | -4.6% | +2.0% |
| 3M | +1.7% | -7.0% | +8.8% | +2.1% |
| 6M | -3.3% | +6.8% | -10.1% | -3.8% |
| YTD | +6.6% | +9.9% | -3.3% | +5.9% |
| 1Y | +27.0% | +21.1% | +5.9% | +25.5% |
| 3Y | +243.4% | +119.6% | +123.7% | +227.2% |
| 5Y | +194.2% | +46.2% | +148.0% | +183.9% |
| 10Y | +310.1% | +261.5% | +48.6% | +351.9% |
| All | +310.1% | +277.2% | +32.9% | +351.9% |
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