+310.1%
GDX vs T
+56.1%
+254.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.6% | +4.3% |
| 7D | +15.6% | +1.7% | +13.9% | +15.4% |
| 30D | +2.4% | -1.7% | +4.2% | +2.5% |
| 3M | +1.7% | -7.3% | +9.1% | +2.3% |
| 6M | -3.3% | -11.2% | +7.9% | -2.3% |
| YTD | +6.6% | -8.1% | +14.7% | +6.7% |
| 1Y | +27.0% | -8.0% | +35.0% | +27.0% |
| 3Y | +243.4% | +62.1% | +181.2% | +211.6% |
| 5Y | +194.2% | +55.7% | +138.5% | +167.6% |
| 10Y | +310.1% | +54.1% | +256.0% | +249.1% |
| All | +310.1% | +56.1% | +254.1% | +249.1% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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