+289.0%
GDX vs SPG
+61.5%
+227.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.0% | -1.0% |
| 7D | +4.0% | 0.0% | +3.9% | +3.9% |
| 30D | +9.5% | -4.9% | +14.4% | +10.1% |
| 3M | +25.1% | +3.3% | +21.8% | +24.5% |
| 6M | -2.9% | +11.2% | -14.1% | -4.2% |
| YTD | +14.7% | +17.1% | -2.3% | +12.5% |
| 1Y | +47.4% | +21.6% | +25.8% | +43.9% |
| 3Y | +259.7% | +111.9% | +147.8% | +229.3% |
| 5Y | +227.7% | +106.9% | +120.7% | +198.0% |
| 10Y | +289.0% | +62.2% | +226.7% | +313.8% |
| All | +289.0% | +61.5% | +227.4% | +313.8% |
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