+233.6%
GDX vs SPYM
+81.6%
+152.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.4% |
| 7D | +1.9% | -0.4% | +2.2% | +2.2% |
| 30D | +9.9% | -1.4% | +11.3% | +11.1% |
| 3M | +28.2% | +3.7% | +24.5% | +25.3% |
| 6M | -2.9% | +13.0% | -15.9% | -9.8% |
| YTD | +16.0% | +12.5% | +3.5% | +8.2% |
| 1Y | +49.9% | +18.6% | +31.3% | +35.7% |
| 3Y | +263.6% | +78.0% | +185.5% | +155.5% |
| 5Y | +233.6% | +82.3% | +151.3% | +118.5% |
| All | +233.6% | +81.6% | +152.0% | +118.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling