+150.7%
GDX vs SPYG
+67.3%
+83.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.3% |
| 7D | -6.8% | +2.3% | -9.1% | -8.0% |
| 30D | -2.1% | -6.5% | +4.3% | +1.5% |
| 3M | -7.5% | -6.8% | -0.7% | -3.8% |
| 6M | -15.2% | -3.1% | -12.0% | -13.2% |
| YTD | -4.8% | +8.0% | -12.8% | -7.5% |
| 1Y | +6.7% | +10.2% | -3.5% | +2.9% |
| 3Y | +212.7% | +91.0% | +121.7% | +134.1% |
| All | +150.7% | +67.3% | +83.5% | +78.8% |
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 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