+327.3%
GDX vs SPG
+114.5%
+212.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.9% |
| 7D | -4.6% | +3.1% | -7.7% | -4.9% |
| 30D | -6.2% | +16.4% | -22.6% | -7.8% |
| 3M | -10.0% | +7.1% | -17.1% | -10.7% |
| 6M | -15.8% | +16.1% | -31.8% | -17.2% |
| YTD | -4.6% | +30.4% | -35.0% | -7.5% |
| 1Y | +4.0% | +33.0% | -29.0% | +0.6% |
| 3Y | +211.1% | +134.6% | +76.4% | +182.7% |
| 5Y | +152.3% | +84.9% | +67.4% | +131.0% |
| All | +327.3% | +114.5% | +212.8% | +266.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling