+7.0%
GDX vs GLXY
-51.0%
+58.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.9% | +1.0% | -3.2% |
| 7D | -4.6% | +16.9% | -21.5% | -7.1% |
| 30D | -6.2% | -23.0% | +16.8% | -3.1% |
| 3M | -10.0% | -28.0% | +18.0% | -6.2% |
| 6M | -15.8% | -51.6% | +35.9% | -6.8% |
| YTD | -4.6% | -32.1% | +27.5% | -5.0% |
| All | +7.0% | -51.0% | +58.0% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling