+542.4%
GLW vs GDX
+293.5%
+248.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +4.4% | +4.8% | +8.5% |
| 7D | -5.9% | +15.6% | -21.4% | -8.3% |
| 30D | -26.0% | +2.4% | -28.4% | -26.4% |
| 3M | -29.9% | +1.7% | -31.6% | -30.2% |
| 6M | -37.8% | -3.3% | -34.5% | -37.7% |
| YTD | +33.1% | +6.6% | +26.5% | +31.9% |
| 1Y | +36.8% | +27.0% | +9.8% | +33.4% |
| 3Y | +356.1% | +243.4% | +112.7% | +306.2% |
| 5Y | +243.8% | +194.2% | +49.6% | +205.1% |
| 10Y | +542.4% | +310.1% | +232.2% | +488.8% |
| All | +542.4% | +293.5% | +248.9% | +488.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling