+394.1%
GDX vs SPOT
+227.0%
+167.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -1.8% |
| 7D | -0.4% | -0.9% | +0.5% | -0.3% |
| 30D | +18.6% | +12.5% | +6.1% | +17.0% |
| 3M | +14.9% | +9.9% | +5.0% | +13.4% |
| 6M | -6.3% | +1.6% | -7.8% | -6.9% |
| YTD | +15.7% | -6.6% | +22.3% | +15.7% |
| 1Y | +54.8% | -22.9% | +77.8% | +57.9% |
| 3Y | +253.4% | +244.3% | +9.2% | +206.0% |
| 5Y | +219.7% | +117.8% | +101.9% | +173.7% |
| All | +394.1% | +227.0% | +167.2% | +327.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling