+289.7%
GDX vs UMAC
+508.0%
-218.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.4% | +7.5% | +1.3% |
| 7D | +1.9% | +3.3% | -1.4% | +1.7% |
| 30D | +9.9% | -10.4% | +20.3% | +10.1% |
| 3M | +28.2% | +1.8% | +26.4% | +27.2% |
| 6M | -2.9% | +40.7% | -43.6% | -5.2% |
| YTD | +16.0% | +90.9% | -74.9% | +12.2% |
| 1Y | +49.9% | +151.8% | -101.9% | +44.1% |
| All | +289.7% | +508.0% | -218.3% | +267.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling