+77.5%
GDX vs GLXY
-38.8%
+116.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.3% | +5.0% | +0.4% |
| 7D | -6.8% | +5.3% | -12.1% | -7.5% |
| 30D | -2.1% | -19.8% | +17.7% | -0.4% |
| 3M | -7.5% | -31.4% | +23.8% | -3.9% |
| 6M | -15.2% | -53.3% | +38.2% | -8.5% |
| YTD | -4.8% | -35.7% | +30.9% | -2.1% |
| 1Y | +6.7% | -47.2% | +53.9% | +10.7% |
| All | +77.5% | -38.8% | +116.3% | +83.3% |
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