+301.2%
GDX vs UAL
+94.5%
+206.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.1% | +2.0% |
| 7D | +13.6% | +8.2% | +5.5% | +12.9% |
| 30D | +2.5% | +2.3% | +0.2% | +2.3% |
| 3M | +4.4% | -12.7% | +17.1% | +5.4% |
| 6M | -5.2% | +12.7% | -17.9% | -6.2% |
| YTD | +2.1% | +0.8% | +1.3% | +1.5% |
| 1Y | +24.7% | +17.8% | +6.9% | +22.9% |
| 3Y | +211.3% | +206.7% | +4.6% | +187.3% |
| 5Y | +186.7% | +113.9% | +72.8% | +166.1% |
| All | +301.2% | +94.5% | +206.6% | +212.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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