+72.2%
V vs GDX
+223.5%
-151.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.8% |
| 7D | -1.7% | -0.4% | -1.3% | -1.7% |
| 30D | +2.0% | +18.6% | -16.7% | +0.6% |
| 3M | +17.4% | +14.9% | +2.5% | +16.0% |
| 6M | +17.5% | -6.3% | +23.8% | +18.0% |
| YTD | +7.6% | +15.7% | -8.1% | +5.4% |
| 1Y | +7.7% | +54.8% | -47.1% | +1.8% |
| 3Y | +54.7% | +253.4% | -198.8% | +30.3% |
| All | +72.2% | +223.5% | -151.3% | +41.4% |
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