+326.3%
GDX vs SPXS
-99.5%
+425.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.6% | 0.0% |
| 7D | -6.8% | -7.5% | +0.7% | -7.9% |
| 30D | -2.1% | +5.3% | -7.4% | -0.9% |
| 3M | -7.5% | +9.7% | -17.2% | -5.6% |
| 6M | -15.2% | -4.6% | -10.6% | -14.5% |
| YTD | -4.8% | -25.8% | +21.0% | -6.7% |
| 1Y | +6.7% | -28.8% | +35.5% | +4.2% |
| 3Y | +212.7% | -80.2% | +292.9% | +169.4% |
| 5Y | +151.7% | -83.2% | +234.9% | +120.1% |
| All | +326.3% | -99.5% | +425.8% | +229.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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