+280.4%
GDX vs UMAC
+473.8%
-193.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.2% |
| 7D | -2.2% | -3.4% | +1.2% | -2.1% |
| 30D | +6.8% | -15.1% | +21.8% | +7.1% |
| 3M | +24.9% | -10.8% | +35.7% | +24.6% |
| 6M | -4.2% | +15.7% | -19.9% | -5.9% |
| YTD | +13.2% | +80.1% | -66.9% | +9.8% |
| 1Y | +40.2% | +116.7% | -76.5% | +35.2% |
| All | +280.4% | +473.8% | -193.3% | +259.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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