+260.9%
GDX vs RF
+86.8%
+174.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -0.4% | +1.3% | -1.7% | -0.5% |
| 30D | +18.6% | -3.6% | +22.2% | +19.1% |
| 3M | +14.9% | +8.1% | +6.8% | +13.4% |
| 6M | -6.3% | +11.5% | -17.7% | -8.0% |
| YTD | +15.7% | +15.6% | +0.2% | +13.1% |
| 1Y | +54.8% | +15.7% | +39.2% | +51.4% |
| All | +260.9% | +86.8% | +174.1% | +224.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling