+214.2%
GDX vs T
+451.7%
-237.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.2% | -1.7% |
| 7D | -0.4% | -1.3% | +0.9% | 0.0% |
| 30D | +18.6% | +11.4% | +7.3% | +15.2% |
| 3M | +14.9% | +14.3% | +0.6% | +10.4% |
| 6M | -6.3% | -9.3% | +3.0% | -4.3% |
| YTD | +15.7% | +7.1% | +8.6% | +12.1% |
| 1Y | +54.8% | -9.1% | +63.9% | +57.0% |
| 3Y | +253.4% | +105.3% | +148.1% | +177.1% |
| 5Y | +219.7% | +66.8% | +152.9% | +162.8% |
| 10Y | +300.2% | +66.8% | +233.4% | +212.2% |
| All | +214.2% | +451.7% | -237.5% | +32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling