+291.6%
GDX vs SPXS
-99.5%
+391.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.9% | -5.3% | -3.2% |
| 7D | -5.4% | +6.4% | -11.8% | -4.4% |
| 30D | +6.6% | +6.0% | +0.6% | +7.6% |
| 3M | +30.1% | -11.6% | +41.7% | +28.4% |
| 6M | -7.1% | -28.7% | +21.6% | -10.3% |
| YTD | +12.0% | -26.3% | +38.2% | +9.0% |
| 1Y | +41.2% | -34.9% | +76.1% | +35.8% |
| 3Y | +251.0% | -79.5% | +330.4% | +201.9% |
| 5Y | +226.7% | -85.9% | +312.7% | +179.8% |
| All | +291.6% | -99.5% | +391.2% | +173.9% |
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