+327.3%
GDX vs UL
+107.1%
+220.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.3% | -4.1% |
| 7D | -4.6% | -2.5% | -2.1% | -3.8% |
| 30D | -6.2% | +5.7% | -11.9% | -8.0% |
| 3M | -10.0% | +7.0% | -17.0% | -12.2% |
| 6M | -15.8% | +16.1% | -31.8% | -20.6% |
| YTD | -4.6% | +3.6% | -8.2% | -6.3% |
| 1Y | +4.0% | -1.4% | +5.4% | +3.8% |
| 3Y | +211.1% | +34.1% | +177.0% | +178.0% |
| 5Y | +152.3% | +32.0% | +120.3% | +124.4% |
| All | +327.3% | +107.1% | +220.2% | +246.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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