+306.4%
GDX vs SPOT
+269.3%
+37.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.5% |
| 7D | -6.8% | +1.6% | -8.4% | -6.9% |
| 30D | -2.1% | +16.9% | -19.0% | -3.9% |
| 3M | -7.5% | +23.0% | -30.5% | -9.9% |
| 6M | -15.2% | +42.2% | -57.3% | -18.9% |
| YTD | -4.8% | +5.5% | -10.3% | -6.4% |
| 1Y | +6.7% | -5.1% | +11.8% | +6.2% |
| 3Y | +212.7% | +257.9% | -45.2% | +169.0% |
| 5Y | +151.7% | +118.4% | +33.3% | +113.8% |
| All | +306.4% | +269.3% | +37.2% | +246.3% |
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