+376.8%
V vs GDX
+282.8%
+94.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.6% |
| 7D | -1.1% | +4.0% | -5.0% | -1.4% |
| 30D | +1.9% | +9.5% | -7.6% | +1.1% |
| 3M | +15.5% | +25.1% | -9.6% | +13.2% |
| 6M | +16.6% | -2.9% | +19.5% | +16.4% |
| YTD | +5.7% | +14.7% | -9.0% | +3.6% |
| 1Y | +8.6% | +47.4% | -38.9% | +3.6% |
| 3Y | +52.5% | +259.7% | -207.2% | +32.0% |
| 5Y | +67.1% | +227.7% | -160.5% | +44.2% |
| 10Y | +376.8% | +289.0% | +87.8% | +325.0% |
| All | +376.8% | +282.8% | +94.0% | +325.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling