+123.2%
GLW vs GDX
+55.3%
+67.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.2% | +7.9% | +6.7% |
| 7D | +3.8% | -0.4% | +4.2% | +3.8% |
| 30D | -1.3% | +18.6% | -20.0% | -10.1% |
| 3M | -21.8% | +14.9% | -36.7% | -28.0% |
| 6M | +6.9% | -6.3% | +13.1% | +6.1% |
| YTD | +77.2% | +15.7% | +61.4% | +63.8% |
| 1Y | +123.2% | +54.8% | +68.4% | +92.2% |
| All | +123.2% | +55.3% | +67.9% | +92.2% |
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 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