+291.6%
GDX vs SPYG
+420.3%
-128.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.6% | -3.1% |
| 7D | -5.4% | -1.8% | -3.6% | -4.7% |
| 30D | +6.6% | -1.9% | +8.5% | +7.4% |
| 3M | +30.1% | +5.2% | +25.0% | +27.7% |
| 6M | -7.1% | +15.6% | -22.7% | -11.5% |
| YTD | +12.0% | +12.4% | -0.5% | +7.7% |
| 1Y | +41.2% | +17.5% | +23.8% | +33.9% |
| 3Y | +251.0% | +98.1% | +152.9% | +176.9% |
| 5Y | +226.7% | +84.9% | +141.8% | +157.0% |
| All | +291.6% | +420.3% | -128.7% | +135.7% |
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