+470.5%
GLD vs GDX
+182.7%
+287.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -2.9% | -1.5% |
| 7D | +4.7% | +13.6% | -8.9% | +0.2% |
| 30D | -0.9% | +2.5% | -3.4% | -1.9% |
| 3M | -4.4% | +4.4% | -8.8% | -6.2% |
| 6M | -13.6% | -5.2% | -8.3% | -12.8% |
| YTD | -6.0% | +2.1% | -8.1% | -7.8% |
| 1Y | +1.8% | +24.7% | -22.9% | -6.8% |
| 3Y | +103.2% | +211.3% | -108.1% | +35.7% |
| 5Y | +119.3% | +186.7% | -67.3% | +46.5% |
| 10Y | +199.5% | +285.3% | -85.8% | +67.1% |
| All | +470.5% | +182.7% | +287.8% | +190.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling