+258.1%
GDX vs SPYM
+77.0%
+181.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.5% |
| 7D | +1.9% | -0.4% | +2.2% | +2.2% |
| 30D | +9.9% | -1.4% | +11.3% | +11.3% |
| 3M | +28.2% | +3.7% | +24.5% | +24.7% |
| 6M | -2.9% | +13.0% | -15.9% | -10.8% |
| YTD | +16.0% | +12.5% | +3.5% | +7.1% |
| 1Y | +49.9% | +18.6% | +31.3% | +34.4% |
| All | +258.1% | +77.0% | +181.1% | +144.1% |
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