+177.3%
GDX vs SPGI
+1,263.5%
-1,086.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.1% | +2.4% |
| 7D | +13.6% | +0.3% | +13.4% | +13.6% |
| 30D | +2.5% | +18.4% | -15.9% | -1.5% |
| 3M | +4.4% | +15.7% | -11.3% | +0.7% |
| 6M | -5.2% | +17.3% | -22.5% | -9.2% |
| YTD | +2.1% | -4.7% | +6.9% | +2.1% |
| 1Y | +24.7% | +1.8% | +22.9% | +22.6% |
| 3Y | +211.3% | +31.7% | +179.6% | +185.3% |
| 5Y | +186.7% | +12.1% | +174.6% | +170.0% |
| 10Y | +285.3% | +341.9% | -56.6% | +160.1% |
| All | +177.3% | +1,263.5% | -1,086.3% | +2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling