+211.5%
GDX vs SPYG
+1,152.2%
-940.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | +4.0% | +1.2% | +2.8% | +3.3% |
| 30D | +9.5% | -1.6% | +11.0% | +10.5% |
| 3M | +25.1% | +3.4% | +21.7% | +23.1% |
| 6M | -2.9% | +18.9% | -21.8% | -11.0% |
| YTD | +14.7% | +13.8% | +0.9% | +7.7% |
| 1Y | +47.4% | +20.6% | +26.8% | +34.4% |
| 3Y | +259.7% | +100.5% | +159.2% | +144.8% |
| 5Y | +227.7% | +84.6% | +143.0% | +128.1% |
| 10Y | +289.0% | +410.8% | -121.8% | +35.1% |
| All | +211.5% | +1,152.2% | -940.7% | -56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling