+296.0%
GDX vs SPXU
-99.6%
+395.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +0.7% |
| 7D | -2.2% | +2.5% | -4.7% | -1.8% |
| 30D | +6.8% | +4.2% | +2.6% | +7.5% |
| 3M | +24.9% | -9.3% | +34.2% | +23.7% |
| 6M | -4.2% | -30.7% | +26.5% | -7.9% |
| YTD | +13.2% | -28.1% | +41.3% | +9.7% |
| 1Y | +40.2% | -35.2% | +75.4% | +34.6% |
| 3Y | +249.6% | -79.9% | +329.5% | +199.1% |
| 5Y | +230.4% | -86.4% | +316.8% | +181.0% |
| All | +296.0% | -99.6% | +395.5% | +175.4% |
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