+21.2%
GDX vs S
+38.4%
-17.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +8.0% | -3.6% | +4.4% |
| 7D | +15.6% | +1.6% | +14.0% | +15.5% |
| 30D | +2.4% | -10.5% | +12.9% | +2.2% |
| 3M | +1.7% | +9.9% | -8.2% | +2.1% |
| 6M | -3.3% | +41.8% | -45.1% | -3.5% |
| YTD | +6.6% | +56.8% | -50.2% | +6.8% |
| All | +21.2% | +38.4% | -17.1% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling