+173.8%
GDX vs UAL
+296.3%
-122.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.6% | -5.4% |
| 7D | +11.5% | +12.5% | -1.0% | +11.0% |
| 30D | -3.1% | +12.2% | -15.3% | -3.5% |
| 3M | -4.4% | -2.6% | -1.8% | -4.4% |
| 6M | -8.6% | +21.1% | -29.6% | -9.2% |
| YTD | +0.8% | +7.8% | -7.0% | +0.4% |
| 1Y | +14.7% | +25.4% | -10.7% | +13.7% |
| 3Y | +228.8% | +217.3% | +11.4% | +217.3% |
| 5Y | +173.4% | +132.9% | +40.5% | +164.3% |
| 10Y | +319.2% | +101.1% | +218.1% | +300.1% |
| All | +173.8% | +296.3% | -122.6% | +179.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling