+315.3%
GDX vs SPY
+312.5%
+2.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.3% |
| 7D | +1.9% | -0.4% | +2.2% | +2.1% |
| 30D | +9.9% | -1.4% | +11.3% | +10.7% |
| 3M | +28.2% | +3.7% | +24.5% | +26.3% |
| 6M | -2.9% | +13.0% | -15.9% | -7.5% |
| YTD | +16.0% | +12.4% | +3.6% | +10.8% |
| 1Y | +49.9% | +18.5% | +31.3% | +40.3% |
| 3Y | +263.6% | +77.6% | +185.9% | +188.4% |
| 5Y | +233.6% | +81.7% | +151.9% | +158.7% |
| 10Y | +315.3% | +319.7% | -4.3% | +143.1% |
| All | +315.3% | +312.5% | +2.8% | +143.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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