+54.8%
GDX vs UMC
+209.4%
-154.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.6% | -6.8% | -3.0% |
| 7D | -0.4% | +5.0% | -5.3% | -1.4% |
| 30D | +18.6% | +7.7% | +10.9% | +16.8% |
| 3M | +14.9% | +1.7% | +13.2% | +10.9% |
| 6M | -6.3% | +113.9% | -120.2% | -28.0% |
| YTD | +15.7% | +168.9% | -153.2% | -18.9% |
| 1Y | +54.8% | +207.2% | -152.4% | +2.7% |
| All | +54.8% | +209.4% | -154.6% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling