+214.2%
GDX vs SPYM
+766.8%
-552.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | +18.6% | +0.1% | +18.6% | +18.6% |
| 3M | +14.9% | +2.0% | +12.9% | +14.0% |
| 6M | -6.3% | +13.1% | -19.3% | -11.6% |
| YTD | +15.7% | +13.6% | +2.1% | +9.0% |
| 1Y | +54.8% | +20.1% | +34.8% | +41.9% |
| 3Y | +253.4% | +77.6% | +175.9% | +163.4% |
| 5Y | +219.7% | +82.5% | +137.1% | +132.9% |
| 10Y | +300.2% | +317.6% | -17.4% | +79.7% |
| All | +214.2% | +766.8% | -552.6% | -23.2% |
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 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