+228.9%
GDX vs U
-68.9%
+297.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | -0.4% | -3.8% | +3.4% | 0.0% |
| 30D | +18.6% | +17.5% | +1.2% | +16.6% |
| 3M | +14.9% | +38.7% | -23.8% | +11.1% |
| 6M | -6.3% | +104.4% | -110.7% | -12.8% |
| YTD | +15.7% | -5.7% | +21.4% | +14.4% |
| 1Y | +54.8% | +3.7% | +51.2% | +51.0% |
| 3Y | +253.4% | +12.3% | +241.1% | +229.1% |
| All | +228.9% | -68.9% | +297.8% | +225.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling