+260.9%
GDX vs UAL
+127.4%
+133.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.7% | -2.6% |
| 7D | -0.4% | +0.7% | -1.1% | -0.5% |
| 30D | +18.6% | -16.1% | +34.7% | +21.6% |
| 3M | +14.9% | +6.1% | +8.7% | +13.7% |
| 6M | -6.3% | +10.8% | -17.1% | -8.2% |
| YTD | +15.7% | -0.4% | +16.1% | +14.2% |
| 1Y | +54.8% | +5.0% | +49.8% | +51.6% |
| All | +260.9% | +127.4% | +133.5% | +213.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling