+444.2%
V vs GDX
+293.5%
+150.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.5% | -0.5% |
| 7D | -0.8% | +15.6% | -16.3% | -1.9% |
| 30D | +9.5% | +2.4% | +7.1% | +9.2% |
| 3M | +16.7% | +1.7% | +14.9% | +16.2% |
| 6M | +32.9% | -3.3% | +36.3% | +32.7% |
| YTD | +21.1% | +6.6% | +14.5% | +19.1% |
| 1Y | +26.6% | +27.0% | -0.3% | +22.5% |
| 3Y | +78.4% | +243.4% | -165.0% | +54.5% |
| 5Y | +105.5% | +194.2% | -88.7% | +78.3% |
| 10Y | +444.2% | +310.1% | +134.1% | +377.8% |
| All | +444.2% | +293.5% | +150.7% | +377.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling