+118.6%
GLD vs GDX
+183.7%
-65.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -2.9% | -1.7% |
| 7D | +4.7% | +13.6% | -8.9% | -0.7% |
| 30D | -0.9% | +2.5% | -3.4% | -2.1% |
| 3M | -4.4% | +4.4% | -8.8% | -6.6% |
| 6M | -13.6% | -5.2% | -8.3% | -12.9% |
| YTD | -6.0% | +2.1% | -8.1% | -8.1% |
| 1Y | +1.8% | +24.7% | -22.9% | -7.7% |
| 3Y | +103.2% | +211.3% | -108.1% | +32.4% |
| All | +118.6% | +183.7% | -65.2% | +43.7% |
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