+3,310.4%
V vs GDX
+96.1%
+3,214.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.1% | -0.2% |
| 7D | +2.2% | +13.6% | -11.4% | +1.1% |
| 30D | +13.6% | +2.5% | +11.1% | +13.3% |
| 3M | +14.3% | +4.4% | +9.9% | +13.6% |
| 6M | +33.1% | -5.2% | +38.3% | +33.0% |
| YTD | +21.2% | +2.1% | +19.1% | +19.7% |
| 1Y | +26.4% | +24.7% | +1.7% | +22.5% |
| 3Y | +77.6% | +211.3% | -133.7% | +56.4% |
| 5Y | +102.6% | +186.7% | -84.1% | +78.0% |
| 10Y | +464.4% | +285.3% | +179.1% | +374.8% |
| All | +3,310.4% | +96.1% | +3,214.3% | +2,373.1% |
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