+40.2%
GDX vs SPYG
+17.9%
+22.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.1% |
| 7D | -2.2% | -0.9% | -1.3% | -1.0% |
| 30D | +6.8% | -1.5% | +8.3% | +8.9% |
| 3M | +24.9% | +3.7% | +21.2% | +19.1% |
| 6M | -4.2% | +16.4% | -20.6% | -19.3% |
| YTD | +13.2% | +13.3% | -0.1% | -2.4% |
| 1Y | +40.2% | +17.9% | +22.3% | +10.8% |
| All | +40.2% | +17.9% | +22.3% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling