+289.0%
GDX vs T
+65.0%
+224.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | +4.0% | -1.5% | +5.5% | +4.2% |
| 30D | +9.5% | +7.6% | +1.9% | +8.4% |
| 3M | +25.1% | +15.3% | +9.8% | +22.4% |
| 6M | -2.9% | -8.5% | +5.5% | -1.9% |
| YTD | +14.7% | +6.8% | +8.0% | +12.9% |
| 1Y | +47.4% | -7.2% | +54.7% | +48.5% |
| 3Y | +259.7% | +108.2% | +151.4% | +213.0% |
| 5Y | +227.7% | +66.1% | +161.6% | +193.2% |
| 10Y | +289.0% | +65.3% | +223.7% | +260.3% |
| All | +289.0% | +65.0% | +224.0% | +260.3% |
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