+125.1%
GDX vs OUST
-60.6%
+185.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +0.7% | +14.0% | -13.2% | -0.2% |
| 30D | -3.8% | +2.5% | -6.3% | -4.2% |
| 3M | -5.4% | -15.3% | +9.9% | -4.9% |
| 6M | -12.7% | +42.6% | -55.3% | -16.0% |
| YTD | -0.7% | +76.6% | -77.3% | -6.0% |
| 1Y | +11.9% | +54.1% | -42.2% | +6.5% |
| 3Y | +223.9% | +675.3% | -451.4% | +169.1% |
| 5Y | +163.2% | -45.1% | +208.3% | +131.4% |
| All | +125.1% | -60.6% | +185.7% | +104.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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