+208.4%
GLD vs GDX
+291.8%
-83.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.4% | +2.8% | -0.8% |
| 7D | +2.8% | +11.5% | -8.6% | -1.1% |
| 30D | -4.0% | -3.1% | -0.8% | -3.1% |
| 3M | -8.2% | -4.4% | -3.8% | -7.2% |
| 6M | -14.8% | -8.6% | -6.3% | -13.1% |
| YTD | -6.8% | +0.8% | -7.6% | -8.1% |
| 1Y | -2.4% | +14.7% | -17.0% | -7.6% |
| 3Y | +105.8% | +228.8% | -123.0% | +40.1% |
| 5Y | +113.3% | +173.4% | -60.0% | +49.7% |
| 10Y | +208.4% | +319.2% | -110.8% | +85.0% |
| All | +208.4% | +291.8% | -83.4% | +85.0% |
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