+150.7%
GDX vs SPMO
+114.1%
+36.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.3% | +0.6% |
| 7D | -6.8% | +6.3% | -13.2% | -10.0% |
| 30D | -2.1% | -8.9% | +6.8% | +2.9% |
| 3M | -7.5% | -13.2% | +5.7% | 0.0% |
| 6M | -15.2% | -9.3% | -5.9% | -10.8% |
| YTD | -4.8% | +11.6% | -16.4% | -10.1% |
| 1Y | +6.7% | +13.4% | -6.7% | +0.1% |
| 3Y | +212.7% | +122.9% | +89.9% | +105.3% |
| All | +150.7% | +114.1% | +36.7% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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