+158.4%
GDX vs SPYM
+750.9%
-592.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -6.8% | +2.6% | -9.4% | -8.1% |
| 30D | -2.1% | -2.0% | -0.1% | -1.0% |
| 3M | -7.5% | -2.8% | -4.7% | -5.9% |
| 6M | -15.2% | +2.2% | -17.3% | -15.6% |
| YTD | -4.8% | +11.5% | -16.4% | -9.3% |
| 1Y | +6.7% | +13.5% | -6.8% | +0.9% |
| 3Y | +212.7% | +78.0% | +134.7% | +133.4% |
| 5Y | +151.7% | +73.1% | +78.5% | +88.8% |
| 10Y | +330.3% | +310.9% | +19.5% | +95.1% |
| All | +158.4% | +750.9% | -592.5% | -36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling