+326.3%
GDX vs SPXU
-99.5%
+425.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.5% | 0.0% |
| 7D | -6.8% | -7.6% | +0.8% | -7.9% |
| 30D | -2.1% | +5.3% | -7.4% | -0.9% |
| 3M | -7.5% | +9.6% | -17.1% | -5.5% |
| 6M | -15.2% | -4.5% | -10.6% | -14.5% |
| YTD | -4.8% | -25.9% | +21.1% | -6.8% |
| 1Y | +6.7% | -28.9% | +35.6% | +4.2% |
| 3Y | +212.7% | -80.5% | +293.2% | +168.4% |
| 5Y | +151.7% | -83.4% | +235.0% | +119.5% |
| All | +326.3% | -99.5% | +425.8% | +225.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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