+24.8%
GDX vs SPG
+34.3%
-9.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.9% | +6.1% | +8.2% |
| 7D | +0.8% | +8.2% | -7.4% | -1.1% |
| 30D | -3.2% | +13.5% | -16.7% | -6.2% |
| 3M | +8.6% | +2.2% | +6.3% | +7.5% |
| 6M | -1.2% | +15.9% | -17.1% | -7.1% |
| YTD | -1.4% | +27.6% | -29.0% | -8.6% |
| 1Y | +24.8% | +30.9% | -6.2% | +13.9% |
| All | +24.8% | +34.3% | -9.5% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling