+2.8%
GLD vs GDX
+22.9%
-20.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.0% | -5.3% | -0.7% |
| 7D | -0.3% | +0.8% | -1.0% | -0.8% |
| 30D | -1.9% | -3.2% | +1.4% | -0.6% |
| 3M | -0.4% | +8.6% | -9.0% | -5.2% |
| 6M | -10.2% | -1.2% | -8.9% | -11.4% |
| YTD | -6.0% | -1.4% | -4.6% | -5.7% |
| 1Y | +2.8% | +24.8% | -22.0% | -3.6% |
| All | +2.8% | +22.9% | -20.1% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GDX.
Daily Out/Under-Performance
Portfolio return minus GDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDX 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 1y: compounded portfolio wealth divided by compounded GDX 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…
1y analysis · Full analysis span regression · 6 months rolling