+310.1%
GDX vs SPG
+117.3%
+192.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.0% | +2.4% | +4.2% |
| 7D | +15.6% | +5.1% | +10.5% | +14.9% |
| 30D | +2.4% | +16.8% | -14.4% | +0.7% |
| 3M | +1.7% | +5.7% | -3.9% | +1.1% |
| 6M | -3.3% | +17.8% | -21.1% | -5.2% |
| YTD | +6.6% | +30.1% | -23.5% | +3.4% |
| 1Y | +27.0% | +32.8% | -5.8% | +22.9% |
| 3Y | +243.4% | +137.2% | +106.2% | +211.9% |
| 5Y | +194.2% | +81.5% | +112.7% | +169.8% |
| 10Y | +310.1% | +116.5% | +193.6% | +241.2% |
| All | +310.1% | +117.3% | +192.9% | +241.2% |
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