+211.3%
GDX vs SPOT
+255.6%
-44.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.0% | +2.4% |
| 7D | +13.6% | +1.6% | +12.0% | +13.4% |
| 30D | +2.5% | +17.6% | -15.1% | +0.1% |
| 3M | +4.4% | +26.9% | -22.5% | +0.5% |
| 6M | -5.2% | +41.8% | -47.0% | -11.0% |
| YTD | +2.1% | +3.8% | -1.7% | +0.7% |
| 1Y | +24.7% | -2.5% | +27.2% | +24.2% |
| 3Y | +211.3% | +260.6% | -49.3% | +178.3% |
| All | +211.3% | +255.6% | -44.3% | +178.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling