+90.5%
GDX vs GLXY
-41.9%
+132.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.2% | -3.1% | +1.5% |
| 7D | +13.6% | -14.6% | +28.3% | +15.0% |
| 30D | +2.5% | -36.2% | +38.7% | +7.7% |
| 3M | +4.4% | -30.1% | +34.5% | +8.3% |
| 6M | -5.2% | -56.1% | +50.9% | +3.0% |
| YTD | +2.1% | -38.9% | +41.0% | +5.9% |
| 1Y | +24.7% | -55.0% | +79.7% | +30.6% |
| All | +90.5% | -41.9% | +132.3% | +98.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling