+228.9%
GDX vs SPG
+102.5%
+126.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.9% |
| 7D | -0.4% | -2.4% | +2.0% | +0.2% |
| 30D | +18.6% | -6.8% | +25.5% | +20.8% |
| 3M | +14.9% | +2.7% | +12.2% | +13.7% |
| 6M | -6.3% | +5.5% | -11.7% | -7.9% |
| YTD | +15.7% | +15.7% | 0.0% | +10.9% |
| 1Y | +54.8% | +20.9% | +34.0% | +46.6% |
| 3Y | +253.4% | +112.4% | +141.1% | +182.8% |
| All | +228.9% | +102.5% | +126.3% | +152.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling