+96.6%
GLD vs GDX
+212.3%
-115.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.0% | +1.1% | -1.0% |
| 7D | -5.5% | -4.6% | -0.9% | -3.6% |
| 30D | -7.0% | -6.2% | -0.8% | -4.6% |
| 3M | -12.4% | -10.0% | -2.3% | -8.7% |
| 6M | -18.0% | -15.8% | -2.3% | -12.8% |
| YTD | -10.5% | -4.6% | -5.9% | -10.1% |
| 1Y | -8.1% | +4.0% | -12.1% | -11.0% |
| All | +96.6% | +212.3% | -115.7% | +23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling