+189.5%
GDX vs SPY
+766.7%
-577.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.4% | +2.0% | +3.0% |
| 7D | +15.6% | +0.1% | +15.5% | +15.5% |
| 30D | +2.4% | -3.3% | +5.8% | +4.6% |
| 3M | +1.7% | -2.4% | +4.2% | +3.4% |
| 6M | -3.3% | +2.6% | -5.9% | -4.2% |
| YTD | +6.6% | +11.2% | -4.6% | +1.3% |
| 1Y | +27.0% | +13.4% | +13.6% | +19.5% |
| 3Y | +243.4% | +79.9% | +163.5% | +146.4% |
| 5Y | +194.2% | +72.2% | +122.0% | +114.3% |
| 10Y | +310.1% | +307.3% | +2.8% | +69.0% |
| All | +189.5% | +766.7% | -577.3% | -46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling