+224.1%
GDX vs SPYG
+85.2%
+138.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.7% |
| 7D | -2.2% | -0.9% | -1.3% | -1.7% |
| 30D | +6.8% | -1.5% | +8.3% | +7.7% |
| 3M | +24.9% | +3.7% | +21.2% | +22.7% |
| 6M | -4.2% | +16.4% | -20.6% | -10.4% |
| YTD | +13.2% | +13.3% | -0.1% | +7.2% |
| 1Y | +40.2% | +17.9% | +22.3% | +30.7% |
| 3Y | +249.6% | +98.3% | +151.3% | +157.8% |
| All | +224.1% | +85.2% | +138.9% | +124.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling