+395.2%
GDX vs SPOT
+215.3%
+179.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.1% | +1.2% |
| 7D | +1.9% | -6.5% | +8.4% | +2.7% |
| 30D | +9.9% | +2.2% | +7.7% | +9.6% |
| 3M | +28.2% | +5.4% | +22.8% | +27.2% |
| 6M | -2.9% | -4.0% | +1.1% | -2.9% |
| YTD | +16.0% | -9.9% | +25.9% | +16.4% |
| 1Y | +49.9% | -27.3% | +77.2% | +53.8% |
| 3Y | +263.6% | +236.4% | +27.2% | +215.7% |
| 5Y | +233.6% | +112.6% | +121.0% | +186.6% |
| All | +395.2% | +215.3% | +179.9% | +330.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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