+226.4%
GDX vs UAL
+213.3%
+13.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -1.2% |
| 7D | +0.7% | +2.3% | -1.5% | +0.3% |
| 30D | -3.8% | +13.3% | -17.1% | -5.8% |
| 3M | -5.4% | -6.3% | +0.8% | -4.8% |
| 6M | -12.7% | +22.5% | -35.2% | -15.7% |
| YTD | -0.7% | +5.9% | -6.5% | -3.1% |
| 1Y | +11.9% | +24.7% | -12.8% | +7.4% |
| All | +226.4% | +213.3% | +13.1% | +159.5% |
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