+104.1%
GLD vs GDX
+151.5%
-47.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -4.6% | -6.8% | +2.2% | -1.8% |
| 30D | -5.5% | -2.1% | -3.4% | -4.9% |
| 3M | -10.9% | -7.5% | -3.4% | -8.5% |
| 6M | -17.4% | -15.2% | -2.3% | -12.9% |
| YTD | -10.3% | -4.8% | -5.5% | -9.8% |
| 1Y | -7.2% | +6.7% | -13.9% | -10.6% |
| 3Y | +96.9% | +212.7% | -115.8% | +28.9% |
| All | +104.1% | +151.5% | -47.4% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling