+288.9%
GDX vs UMAC
+494.0%
-205.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -2.1% |
| 7D | -0.4% | -0.9% | +0.5% | -0.3% |
| 30D | +18.6% | -7.7% | +26.3% | +18.7% |
| 3M | +14.9% | -26.4% | +41.3% | +15.3% |
| 6M | -6.3% | +61.9% | -68.1% | -8.8% |
| YTD | +15.7% | +86.5% | -70.8% | +12.1% |
| 1Y | +54.8% | +156.3% | -101.5% | +49.0% |
| All | +288.9% | +494.0% | -205.1% | +267.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling