+114.0%
GDX vs GLXY
+15.1%
+98.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.7% | -3.6% | -1.2% |
| 7D | +4.0% | +15.5% | -11.5% | +1.9% |
| 30D | +9.5% | +34.1% | -24.6% | +5.2% |
| 3M | +25.1% | -11.3% | +36.4% | +25.6% |
| 6M | -2.9% | +31.6% | -34.5% | -6.5% |
| YTD | +14.7% | +21.0% | -6.2% | +9.8% |
| 1Y | +47.4% | +11.7% | +35.7% | +42.0% |
| All | +114.0% | +15.1% | +98.8% | +105.5% |
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