+212.7%
GDX vs SPYG
+91.6%
+121.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.4% |
| 7D | -6.8% | +2.3% | -9.1% | -8.2% |
| 30D | -2.1% | -6.5% | +4.3% | +2.2% |
| 3M | -7.5% | -6.8% | -0.7% | -3.0% |
| 6M | -15.2% | -3.1% | -12.0% | -12.9% |
| YTD | -4.8% | +8.0% | -12.8% | -7.9% |
| 1Y | +6.7% | +10.2% | -3.5% | +2.4% |
| 3Y | +212.7% | +91.0% | +121.7% | +110.4% |
| All | +212.7% | +91.6% | +121.1% | +110.4% |
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