+258.1%
GDX vs SPXS
-79.5%
+337.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.4% | +1.5% |
| 7D | +1.9% | +1.2% | +0.6% | +2.3% |
| 30D | +9.9% | +5.2% | +4.7% | +11.7% |
| 3M | +28.2% | -9.2% | +37.4% | +26.1% |
| 6M | -2.9% | -29.6% | +26.7% | -9.0% |
| YTD | +16.0% | -27.6% | +43.6% | +9.8% |
| 1Y | +49.9% | -36.7% | +86.6% | +39.2% |
| All | +258.1% | -79.5% | +337.6% | +179.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling