+214.2%
GDX vs RF
+60.6%
+153.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.8% |
| 3M | +14.9% | +8.1% | +6.8% | +14.4% |
| 6M | -6.3% | +11.5% | -17.7% | -6.8% |
| YTD | +15.7% | +15.6% | +0.2% | +14.8% |
| 1Y | +54.8% | +15.7% | +39.2% | +53.5% |
| 3Y | +253.4% | +86.9% | +166.6% | +240.3% |
| 5Y | +219.7% | +89.8% | +129.8% | +206.0% |
| 10Y | +300.2% | +344.7% | -44.5% | +259.6% |
| All | +214.2% | +60.6% | +153.6% | +226.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling