+188.5%
GDX vs S
-48.9%
+237.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +8.0% | -3.6% | +3.8% |
| 7D | +15.6% | +1.6% | +14.0% | +15.4% |
| 30D | +2.4% | -10.5% | +12.9% | +3.1% |
| 3M | +1.7% | +9.9% | -8.2% | +0.6% |
| 6M | -3.3% | +41.8% | -45.1% | -6.5% |
| YTD | +6.6% | +56.8% | -50.2% | +2.0% |
| 1Y | +27.0% | +39.0% | -12.0% | +22.5% |
| 3Y | +243.4% | +53.8% | +189.5% | +223.5% |
| 5Y | +194.2% | -68.6% | +262.8% | +187.0% |
| All | +188.5% | -48.9% | +237.3% | +180.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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