+171.4%
GDX vs RF
+50.0%
+121.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +1.5% |
| 7D | +5.4% | -1.6% | +7.1% | +5.5% |
| 30D | -2.8% | +5.0% | -7.8% | -3.0% |
| 3M | +2.5% | -10.0% | +12.5% | +3.0% |
| 6M | -0.1% | +3.3% | -3.4% | -0.3% |
| YTD | 0.0% | +7.9% | -8.0% | -0.5% |
| 1Y | +22.2% | +21.2% | +1.0% | +20.9% |
| 3Y | +201.4% | +105.8% | +95.6% | +189.1% |
| 5Y | +180.6% | +43.7% | +136.9% | +172.4% |
| 10Y | +277.2% | +289.4% | -12.3% | +241.3% |
| All | +171.4% | +50.0% | +121.4% | +183.4% |
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