+326.3%
GDX vs SPYG
+393.2%
-66.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | -6.8% | +2.3% | -9.1% | -7.7% |
| 30D | -2.1% | -6.5% | +4.3% | +0.6% |
| 3M | -7.5% | -6.8% | -0.7% | -4.7% |
| 6M | -15.2% | -3.1% | -12.0% | -13.7% |
| YTD | -4.8% | +8.0% | -12.8% | -6.8% |
| 1Y | +6.7% | +10.2% | -3.5% | +3.8% |
| 3Y | +212.7% | +91.0% | +121.7% | +151.3% |
| 5Y | +151.7% | +67.7% | +83.9% | +104.8% |
| All | +326.3% | +393.2% | -66.9% | +163.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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