+226.4%
GDX vs SPYM
+79.8%
+146.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -2.7% |
| 7D | +0.7% | -0.9% | +1.7% | +1.4% |
| 30D | -3.8% | -2.4% | -1.4% | -1.6% |
| 3M | -5.4% | -1.1% | -4.3% | -4.3% |
| 6M | -12.7% | +3.3% | -16.0% | -14.4% |
| YTD | -0.7% | +12.4% | -13.0% | -8.3% |
| 1Y | +11.9% | +12.5% | -0.6% | +3.2% |
| All | +226.4% | +79.8% | +146.7% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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