+162.7%
GDX vs SPXS
-83.8%
+246.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -2.5% |
| 7D | +0.7% | +1.5% | -0.7% | +1.3% |
| 30D | -3.8% | +6.3% | -10.1% | -1.7% |
| 3M | -5.4% | +4.2% | -9.7% | -3.6% |
| 6M | -12.7% | -7.9% | -4.8% | -12.5% |
| YTD | -0.7% | -27.5% | +26.8% | -4.4% |
| 1Y | +11.9% | -27.0% | +38.9% | +8.1% |
| 3Y | +223.9% | -80.5% | +304.4% | +152.9% |
| All | +162.7% | -83.8% | +246.5% | +101.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling