+132.0%
GLW vs GDX
+47.4%
+84.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.9% | +8.4% | +8.0% |
| 7D | +14.0% | +4.0% | +10.1% | +11.7% |
| 30D | +0.4% | +9.5% | -9.1% | -4.7% |
| 3M | -11.3% | +25.1% | -36.4% | -22.1% |
| 6M | +35.1% | -2.9% | +38.0% | +32.5% |
| YTD | +90.5% | +14.7% | +75.8% | +77.0% |
| 1Y | +132.0% | +47.4% | +84.6% | +102.8% |
| All | +132.0% | +47.4% | +84.6% | +102.8% |
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 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