+212.7%
GDX vs U
+99.9%
+112.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.2% | -5.5% | -1.0% |
| 7D | -6.8% | +2.6% | -9.4% | -7.1% |
| 30D | -2.1% | +27.6% | -29.7% | -5.5% |
| 3M | -7.5% | +15.3% | -22.8% | -9.7% |
| 6M | -15.2% | +96.4% | -111.6% | -23.0% |
| YTD | -4.8% | +19.6% | -24.4% | -9.8% |
| 1Y | +6.7% | +42.1% | -35.4% | -0.7% |
| 3Y | +212.7% | +87.5% | +125.2% | +172.0% |
| All | +212.7% | +99.9% | +112.9% | +172.0% |
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