+232.7%
GLW vs GDX
+151.5%
+81.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.2% | -4.1% | -4.2% |
| 7D | +7.7% | -6.8% | +14.5% | +10.0% |
| 30D | -18.8% | -2.1% | -16.7% | -18.5% |
| 3M | -27.7% | -7.5% | -20.2% | -26.4% |
| 6M | -44.4% | -15.2% | -29.3% | -42.4% |
| YTD | +31.3% | -4.8% | +36.1% | +33.0% |
| 1Y | +40.0% | +6.7% | +33.3% | +38.9% |
| 3Y | +339.2% | +212.7% | +126.5% | +258.3% |
| All | +232.7% | +151.5% | +81.2% | +173.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling