+211.3%
GDX vs U
+81.5%
+129.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.5% | -3.4% | +1.4% |
| 7D | +13.6% | +36.6% | -22.9% | +8.7% |
| 30D | +2.5% | +13.3% | -10.8% | +0.5% |
| 3M | +4.4% | +26.2% | -21.8% | +0.8% |
| 6M | -5.2% | +88.7% | -94.0% | -13.4% |
| YTD | +2.1% | +16.6% | -14.4% | -2.8% |
| 1Y | +24.7% | +29.0% | -4.3% | +17.3% |
| 3Y | +211.3% | +99.5% | +111.8% | +169.3% |
| All | +211.3% | +81.5% | +129.8% | +169.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling