+249.6%
GDX vs UMC
+261.2%
-11.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.2% | +0.6% |
| 7D | -2.2% | +9.0% | -11.2% | -3.9% |
| 30D | +6.8% | +17.2% | -10.5% | +3.2% |
| 3M | +24.9% | +11.4% | +13.5% | +19.1% |
| 6M | -4.2% | +137.5% | -141.7% | -25.6% |
| YTD | +13.2% | +193.1% | -179.9% | -17.4% |
| 1Y | +40.2% | +240.3% | -200.1% | -1.4% |
| 3Y | +249.6% | +262.2% | -12.6% | +136.2% |
| All | +249.6% | +261.2% | -11.6% | +136.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling