+24.8%
GDX vs UMC
+112.5%
-87.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -2.1% | +11.1% | +9.4% |
| 7D | +0.8% | -14.7% | +15.4% | +3.8% |
| 30D | -3.2% | -32.9% | +29.6% | +4.0% |
| 3M | +8.6% | -22.2% | +30.7% | +13.4% |
| 6M | -1.2% | +25.9% | -27.1% | -12.0% |
| YTD | -1.4% | +107.9% | -109.3% | -23.2% |
| 1Y | +24.8% | +115.0% | -90.2% | -4.4% |
| All | +24.8% | +112.5% | -87.7% | -4.4% |
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