+162.2%
GDX vs OUST
-62.4%
+224.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.3% |
| 7D | -0.4% | +5.2% | -5.6% | -0.7% |
| 30D | +18.6% | -19.3% | +37.9% | +20.0% |
| 3M | +14.9% | -22.6% | +37.5% | +15.3% |
| 6M | -6.3% | +62.8% | -69.0% | -10.4% |
| YTD | +15.7% | +68.3% | -52.6% | +10.2% |
| 1Y | +54.8% | +28.5% | +26.3% | +48.3% |
| 3Y | +253.4% | +554.0% | -300.6% | +196.6% |
| 5Y | +219.7% | -56.2% | +275.9% | +183.7% |
| All | +162.2% | -62.4% | +224.7% | +139.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling