+2,926.4%
V vs GDX
+122.2%
+2,804.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.4% |
| 3M | +17.4% | +14.9% | +2.5% | +15.6% |
| 6M | +17.5% | -6.3% | +23.8% | +17.5% |
| YTD | +7.6% | +15.7% | -8.1% | +5.3% |
| 1Y | +7.7% | +54.8% | -47.1% | +2.3% |
| 3Y | +54.7% | +253.4% | -198.8% | +34.9% |
| 5Y | +73.0% | +219.7% | -146.6% | +50.9% |
| 10Y | +390.9% | +300.2% | +90.6% | +311.9% |
| All | +2,926.4% | +122.2% | +2,804.2% | +2,075.2% |
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