+150.7%
GDX vs S
-71.1%
+221.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -6.8% | +2.0% | -8.8% | -6.9% |
| 30D | -2.1% | -2.7% | +0.6% | -2.0% |
| 3M | -7.5% | -6.9% | -0.6% | -7.4% |
| 6M | -15.2% | +38.1% | -53.2% | -18.0% |
| YTD | -4.8% | +48.0% | -52.8% | -8.9% |
| 1Y | +6.7% | +34.5% | -27.7% | +2.8% |
| 3Y | +212.7% | +38.3% | +174.4% | +195.2% |
| All | +150.7% | -71.1% | +221.8% | +148.6% |
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