+228.9%
GDX vs S
-71.4%
+300.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.2% |
| 7D | -0.4% | -7.7% | +7.3% | +0.2% |
| 30D | +18.6% | -5.3% | +24.0% | +18.9% |
| 3M | +14.9% | +20.3% | -5.4% | +12.8% |
| 6M | -6.3% | +47.4% | -53.6% | -9.9% |
| YTD | +15.7% | +32.5% | -16.8% | +12.1% |
| 1Y | +54.8% | +9.5% | +45.3% | +52.2% |
| 3Y | +253.4% | +15.5% | +237.9% | +239.7% |
| All | +228.9% | -71.4% | +300.2% | +217.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling