+19.4%
GLD vs GDX
+47.4%
-28.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.3% |
| 7D | +0.7% | +4.0% | -3.2% | -1.2% |
| 30D | +0.3% | +9.5% | -9.2% | -4.2% |
| 3M | +0.6% | +25.1% | -24.5% | -10.5% |
| 6M | -15.6% | -2.9% | -12.7% | -15.7% |
| YTD | +0.9% | +14.7% | -13.9% | -6.6% |
| 1Y | +19.4% | +47.4% | -28.0% | +1.7% |
| All | +19.4% | +47.4% | -28.1% | +1.7% |
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