+173.8%
GDX vs SPY
+763.5%
-589.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.1% | -5.2% |
| 7D | +11.5% | -0.6% | +12.0% | +11.8% |
| 30D | -3.1% | -3.7% | +0.6% | -0.8% |
| 3M | -4.4% | -2.7% | -1.7% | -2.6% |
| 6M | -8.6% | +2.2% | -10.7% | -9.1% |
| YTD | +0.8% | +10.8% | -10.0% | -4.0% |
| 1Y | +14.7% | +11.2% | +3.4% | +9.0% |
| 3Y | +228.8% | +76.5% | +152.3% | +138.6% |
| 5Y | +173.4% | +72.9% | +100.4% | +98.7% |
| 10Y | +319.2% | +304.8% | +14.4% | +73.4% |
| All | +173.8% | +763.5% | -589.8% | -49.5% |
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