+516.3%
GDX vs SPXS
-100.0%
+616.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.5% | -2.0% |
| 7D | -0.4% | -0.1% | -0.3% | -0.3% |
| 30D | +18.6% | +0.8% | +17.8% | +18.9% |
| 3M | +14.9% | -4.7% | +19.6% | +14.8% |
| 6M | -6.3% | -29.6% | +23.4% | -10.4% |
| YTD | +15.7% | -29.8% | +45.5% | +10.9% |
| 1Y | +54.8% | -38.9% | +93.8% | +45.7% |
| 3Y | +253.4% | -79.6% | +333.1% | +189.0% |
| 5Y | +219.7% | -85.9% | +305.6% | +162.8% |
| 10Y | +300.2% | -99.5% | +399.7% | +107.3% |
| All | +516.3% | -100.0% | +616.3% | +22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling