+218.8%
GLD vs GDX
+286.1%
-67.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.1% |
| 7D | -0.5% | -0.4% | -0.1% | -0.4% |
| 30D | +4.4% | +18.6% | -14.2% | -1.6% |
| 3M | -1.1% | +14.9% | -16.0% | -6.1% |
| 6M | -13.8% | -6.3% | -7.5% | -13.0% |
| YTD | +2.6% | +15.7% | -13.1% | -3.0% |
| 1Y | +24.5% | +54.8% | -30.3% | +7.3% |
| 3Y | +125.8% | +253.4% | -127.6% | +50.3% |
| 5Y | +137.8% | +219.7% | -81.9% | +59.4% |
| All | +218.8% | +286.1% | -67.3% | +92.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling