+115.8%
GDX vs GLXY
+12.0%
+103.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -0.4% | +13.4% | -13.8% | -2.1% |
| 30D | +18.6% | +38.1% | -19.5% | +13.7% |
| 3M | +14.9% | -7.3% | +22.2% | +14.7% |
| 6M | -6.3% | +8.2% | -14.4% | -8.1% |
| YTD | +15.7% | +17.8% | -2.0% | +11.1% |
| 1Y | +54.8% | +14.9% | +39.9% | +49.7% |
| All | +115.8% | +12.0% | +103.8% | +108.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling