+214.2%
GDX vs UL
+415.4%
-201.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -0.4% | -1.3% | +0.9% | +0.2% |
| 30D | +18.6% | +0.5% | +18.1% | +18.3% |
| 3M | +14.9% | +17.6% | -2.7% | +6.3% |
| 6M | -6.3% | -5.4% | -0.9% | -4.8% |
| YTD | +15.7% | +0.7% | +15.0% | +14.3% |
| 1Y | +54.8% | -9.3% | +64.1% | +59.5% |
| 3Y | +253.4% | +24.5% | +228.9% | +215.6% |
| 5Y | +219.7% | +23.2% | +196.5% | +182.5% |
| 10Y | +300.2% | +64.5% | +235.7% | +197.1% |
| All | +214.2% | +415.4% | -201.3% | -9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling