+258.1%
GDX vs SPYG
+98.4%
+159.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.3% |
| 7D | +1.9% | +0.3% | +1.6% | +1.7% |
| 30D | +9.9% | -1.7% | +11.6% | +11.1% |
| 3M | +28.2% | +3.6% | +24.6% | +25.6% |
| 6M | -2.9% | +16.6% | -19.5% | -10.1% |
| YTD | +16.0% | +13.4% | +2.6% | +8.8% |
| 1Y | +49.9% | +19.6% | +30.3% | +37.7% |
| All | +258.1% | +98.4% | +159.7% | +162.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling