+128.2%
GDX vs U
-31.3%
+159.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.5% | -3.4% | +1.6% |
| 7D | +13.6% | +36.6% | -22.9% | +10.2% |
| 30D | +2.5% | +13.3% | -10.8% | +1.1% |
| 3M | +4.4% | +26.2% | -21.8% | +1.9% |
| 6M | -5.2% | +88.7% | -94.0% | -11.1% |
| YTD | +2.1% | +16.6% | -14.4% | -1.3% |
| 1Y | +24.7% | +29.0% | -4.3% | +19.5% |
| 3Y | +211.3% | +99.5% | +111.8% | +178.1% |
| 5Y | +186.7% | -66.1% | +252.8% | +172.4% |
| All | +128.2% | -31.3% | +159.5% | +96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling