-15.2%
GDX vs SPYM
+2.7%
-17.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.5% |
| 7D | -6.8% | +2.6% | -9.4% | -11.0% |
| 30D | -2.1% | -2.0% | -0.1% | +1.5% |
| 3M | -7.5% | -2.8% | -4.7% | -2.0% |
| 6M | -15.2% | +2.2% | -17.3% | -19.4% |
| All | -15.2% | +2.7% | -17.8% | -19.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling