+185.4%
GDX vs T
+52.3%
+133.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.0% | +2.3% |
| 7D | +13.6% | +1.0% | +12.6% | +13.5% |
| 30D | +2.5% | -10.6% | +13.1% | +3.9% |
| 3M | +4.4% | -7.7% | +12.1% | +5.1% |
| 6M | -5.2% | -13.3% | +8.1% | -3.5% |
| YTD | +2.1% | -8.8% | +10.9% | +2.0% |
| 1Y | +24.7% | -8.4% | +33.1% | +24.4% |
| 3Y | +211.3% | +59.6% | +151.6% | +161.5% |
| All | +185.4% | +52.3% | +133.0% | +133.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling