+291.6%
GDX vs UL
+65.6%
+226.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -3.0% |
| 7D | -5.4% | -4.1% | -1.3% | -4.1% |
| 30D | +6.6% | -1.2% | +7.7% | +7.0% |
| 3M | +30.1% | +6.0% | +24.1% | +27.0% |
| 6M | -7.1% | -5.5% | -1.6% | -5.8% |
| YTD | +12.0% | -3.3% | +15.3% | +12.7% |
| 1Y | +41.2% | -9.8% | +51.0% | +45.3% |
| 3Y | +251.0% | +20.1% | +230.8% | +225.9% |
| 5Y | +226.7% | +19.2% | +207.5% | +200.8% |
| All | +291.6% | +65.6% | +226.0% | +224.7% |
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