+4.0%
GDX vs SPG
+32.6%
-28.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.8% |
| 7D | -4.6% | +3.1% | -7.7% | -5.4% |
| 30D | -6.2% | +16.4% | -22.6% | -9.9% |
| 3M | -10.0% | +7.1% | -17.1% | -11.9% |
| 6M | -15.8% | +16.1% | -31.8% | -20.8% |
| YTD | -4.6% | +30.4% | -35.0% | -13.0% |
| 1Y | +4.0% | +33.0% | -29.0% | -6.7% |
| All | +4.0% | +32.6% | -28.6% | -6.7% |
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