+330.6%
GDX vs SPOT
+265.4%
+65.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.5% | -5.0% | -5.4% |
| 7D | +11.5% | +1.0% | +10.4% | +11.4% |
| 30D | -3.1% | +14.6% | -17.7% | -4.7% |
| 3M | -4.4% | +18.4% | -22.9% | -6.5% |
| 6M | -8.6% | +45.1% | -53.7% | -12.9% |
| YTD | +0.8% | +4.4% | -3.6% | -0.7% |
| 1Y | +14.7% | -2.7% | +17.3% | +13.8% |
| 3Y | +228.8% | +254.6% | -25.8% | +183.1% |
| 5Y | +173.4% | +124.8% | +48.6% | +132.0% |
| All | +330.6% | +265.4% | +65.2% | +267.2% |
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