+327.3%
GDX vs SPGI
+329.2%
-1.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.6% | -3.6% |
| 7D | -4.6% | -0.8% | -3.7% | -4.4% |
| 30D | -6.2% | +14.3% | -20.5% | -9.2% |
| 3M | -10.0% | +14.5% | -24.5% | -13.1% |
| 6M | -15.8% | +17.3% | -33.0% | -19.4% |
| YTD | -4.6% | -4.6% | 0.0% | -4.6% |
| 1Y | +4.0% | +0.8% | +3.3% | +2.5% |
| 3Y | +211.1% | +28.8% | +182.3% | +183.1% |
| 5Y | +152.3% | +14.0% | +138.3% | +131.9% |
| All | +327.3% | +329.2% | -1.9% | +263.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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