+125.3%
GDX vs U
-32.9%
+158.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.1% | -3.3% | -5.2% |
| 7D | +11.5% | +24.4% | -12.9% | +9.1% |
| 30D | -3.1% | +7.4% | -10.5% | -3.9% |
| 3M | -4.4% | +16.8% | -21.2% | -6.1% |
| 6M | -8.6% | +78.8% | -87.3% | -13.8% |
| YTD | +0.8% | +14.0% | -13.1% | -2.3% |
| 1Y | +14.7% | +16.7% | -2.1% | +10.8% |
| 3Y | +228.8% | +86.4% | +142.4% | +195.4% |
| 5Y | +173.4% | -71.5% | +244.8% | +162.4% |
| All | +125.3% | -32.9% | +158.2% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 10y: compounded portfolio wealth divided by compounded U 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…
10y analysis · Full analysis span regression · 6 months rolling