+837.6%
GLW vs GDX
+282.8%
+554.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.9% | +8.4% | +7.7% |
| 7D | +14.0% | +4.0% | +10.1% | +13.3% |
| 30D | +0.4% | +9.5% | -9.1% | -1.3% |
| 3M | -11.3% | +25.1% | -36.4% | -14.7% |
| 6M | +35.1% | -2.9% | +38.0% | +34.6% |
| YTD | +90.5% | +14.7% | +75.8% | +86.7% |
| 1Y | +132.0% | +47.4% | +84.6% | +121.9% |
| 3Y | +463.3% | +259.7% | +203.6% | +397.8% |
| 5Y | +382.5% | +227.7% | +154.8% | +323.8% |
| 10Y | +837.6% | +289.0% | +548.7% | +766.6% |
| All | +837.6% | +282.8% | +554.9% | +766.6% |
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