+233.6%
GDX vs UMC
+145.1%
+88.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.0% | -2.9% | +0.2% |
| 7D | +1.9% | +13.6% | -11.7% | -0.9% |
| 30D | +9.9% | +20.8% | -10.8% | +5.4% |
| 3M | +28.2% | +16.1% | +12.1% | +21.0% |
| 6M | -2.9% | +137.3% | -140.2% | -23.9% |
| YTD | +16.0% | +193.8% | -177.8% | -14.3% |
| 1Y | +49.9% | +236.1% | -186.2% | +7.1% |
| 3Y | +263.6% | +267.1% | -3.5% | +149.4% |
| 5Y | +233.6% | +145.3% | +88.3% | +114.9% |
| All | +233.6% | +145.1% | +88.5% | +114.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling