+214.2%
GDX vs UAL
+266.1%
-52.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.7% | -2.3% |
| 7D | -0.4% | +0.7% | -1.1% | -0.4% |
| 30D | +18.6% | -16.1% | +34.7% | +19.3% |
| 3M | +14.9% | +6.1% | +8.7% | +14.6% |
| 6M | -6.3% | +10.8% | -17.1% | -6.6% |
| YTD | +15.7% | -0.4% | +16.1% | +15.5% |
| 1Y | +54.8% | +5.0% | +49.8% | +54.3% |
| 3Y | +253.4% | +124.0% | +129.4% | +243.8% |
| 5Y | +219.7% | +141.0% | +78.7% | +209.2% |
| 10Y | +300.2% | +118.0% | +182.2% | +282.3% |
| All | +214.2% | +266.1% | -52.0% | +221.6% |
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