+911.7%
GLW vs GDX
+220.3%
+691.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.2% | +7.9% | +6.0% |
| 7D | +3.8% | -0.4% | +4.2% | +3.8% |
| 30D | -1.3% | +18.6% | -20.0% | -4.2% |
| 3M | -21.8% | +14.9% | -36.7% | -23.7% |
| 6M | +6.9% | -6.3% | +13.1% | +7.7% |
| YTD | +77.2% | +15.7% | +61.4% | +72.9% |
| 1Y | +123.2% | +54.8% | +68.4% | +108.9% |
| 3Y | +400.0% | +253.4% | +146.6% | +313.3% |
| 5Y | +342.8% | +219.7% | +123.1% | +265.6% |
| 10Y | +771.4% | +300.2% | +471.2% | +567.1% |
| All | +911.7% | +220.3% | +691.4% | +557.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling