+98.8%
GDX vs GLXY
-38.3%
+137.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.2% | -1.8% | +3.6% |
| 7D | +15.6% | -0.5% | +16.1% | +14.6% |
| 30D | +2.4% | -28.6% | +31.1% | +6.1% |
| 3M | +1.7% | -28.1% | +29.8% | +5.2% |
| 6M | -3.3% | -52.0% | +48.7% | +4.1% |
| YTD | +6.6% | -35.1% | +41.7% | +9.7% |
| 1Y | +27.0% | -54.0% | +81.0% | +32.0% |
| All | +98.8% | -38.3% | +137.1% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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