+259.7%
GDX vs UL
+24.1%
+235.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.5% |
| 7D | +4.0% | -1.3% | +5.3% | +4.4% |
| 30D | +9.5% | +0.9% | +8.6% | +9.1% |
| 3M | +25.1% | +14.2% | +10.9% | +18.5% |
| 6M | -2.9% | -3.2% | +0.3% | -1.0% |
| YTD | +14.7% | -0.3% | +15.1% | +15.7% |
| 1Y | +47.4% | -8.8% | +56.2% | +54.4% |
| 3Y | +259.7% | +23.9% | +235.8% | +235.3% |
| All | +259.7% | +24.1% | +235.6% | +235.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling