+230.5%
GDX vs SPY
+82.8%
+147.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.9% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | +18.6% | +0.1% | +18.6% | +18.7% |
| 3M | +14.9% | +2.0% | +12.9% | +13.7% |
| 6M | -6.3% | +13.0% | -19.3% | -12.8% |
| YTD | +15.7% | +13.5% | +2.2% | +7.4% |
| 1Y | +54.8% | +20.0% | +34.9% | +39.5% |
| 3Y | +253.4% | +77.2% | +176.3% | +150.2% |
| All | +230.5% | +82.8% | +147.7% | +116.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling