+212.6%
GLW vs GDX
+183.7%
+28.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.5% | +2.0% |
| 7D | -13.9% | +13.6% | -27.6% | -17.3% |
| 30D | -35.0% | +2.5% | -37.5% | -35.6% |
| 3M | -32.4% | +4.4% | -36.7% | -33.5% |
| 6M | -41.3% | -5.2% | -36.1% | -40.9% |
| YTD | +21.8% | +2.1% | +19.7% | +21.0% |
| 1Y | +21.8% | +24.7% | -2.9% | +16.8% |
| 3Y | +307.7% | +211.3% | +96.4% | +229.9% |
| All | +212.6% | +183.7% | +28.9% | +148.3% |
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